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And so too are the 5 prior games before Cold Steel 1, all of which games the Cold Steel games continue stories & character arcs from.
Sky FC -> Sky SC -> Sky 3rd -> Zero -> Azure -> CS 1-4
Zero and Ao aren't on Steam, but the Geofront team has official-quality fanTL versions with a ton of QoL changes out there. Look it up.
Also, yes, you need to play the rest, the continuity and world building are pretty much the point of this series.
CS4 does have a summary of the arc's main plot built into the main menu, so I mean, you could start here; I'm not your dad. But I can't recommend it. Too much going on, and Trails lives and dies on its side content, and periphery characters, and their many varied stories. The main plot is just there to give you anime-level stakes to push you forward.
Yes it is. Some of the huge problems that creates include:
a) the later games spoil the crap out of the earlier ones, and hence totally spoil the intended surprises of the plot twists/story outcomes/big character revelations, etc. etc.
For example, someone who played only the Cold Steel games, and then went back to play the Sky games and the Crossbell games...well, in that case, as a result of having played the Cold Steel games first, Renne's story will be completely ruined for that player as they are going through the Sky games and the Crossbell games.
That's a story that's intended to be gradually developed over time, via a step by step revelation of many different surprises & plot twists. Knowing the last part of that story first would absolutely wreck the experience of going through the beginning & middle parts of it later.
b) countless conversations and world elements will make no sense without having played the prior games first
c) even for the conversations and world elements that do make a bit of a sense, the player will still be missing out on the nuances in them that require knowledge of the previous games
d) the returning characters/resuming plot lines will have little to none of their intended emotional impact on a player who has skipped the prior games in which those characters first appear.
So in conclusion, playing the games out of order has zero upsides, and countless downsides. It's a colossally big deal.
This is something that a lot of people have been yelling at Dragon for and is in a large part responsible for his low reputation here.
Ideally you should follow the series from the start but it is not necessary for latecomers to the series. Play 3 and 4 first if you want, then work backwards if the Trails universe still retains your interest. You'll still get the "Oh, so this was how they met!" feeling or "ARRGG!!! NOOO!! He's no good!!" feeling when working backwards.
The "arcs" are Trails in the Sky 1-2, Trails from Zero + Trails to Azure, Trails of Cold Steel 1-2 and Trails of Cold Steel 3-4 in chronological order. There is one Trails in the Sky chapter 3 but that is more background filler than a new story. There is also an audio drama that happens in between Cold Steel 1 and 2 but that is also not necessary (and one of the arguments against Dragon's "completionist" philosophy since for some reason or other he tells you that you must play the game, yet never tells anyone that they need to listen to the drama which is even referred to in the story (CS2) later. So even he does not follow his own recommendations.
No, the opposite even. Release order isnt a great order to play them in because Crossbell (Zero/Ao) contains some major spoilers for some CS games.
Do you care about spoilers? If so, the best order is Sky (First Chapter, Second Chapter) -> Cold Steel 1 + Cold Steel 2 -> Zero no Kiseki, Ao no Kiseki -> Cold Steel 3, Cold Steel 4.
Sky adds a lot of background stuff for the greater plot and some characters. Its not needed for the CS arc, but most would advice it anyway since the games themselves are good and if you care about the series plot it is needed.
If you just want to play Cold Steel or this game, you should really start with the first one. 1,2,3,4 are all direct sequels of each other with the same main character.