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How much depends on the game, for some you'd only miss some references for others characters from previous games are play important roles and are also part of your party at some points. It's been a while since i played Zero but if i remember correctly it's somewhere in the middle. You can play it first but the main characters (and an important other one) from the previous games are part of the story.
I'd recommend playing them in order if you don't mind the older games meaning:
-Trails in the Sky trilogy (FC, SC and 3rd)
-Crossbell games (Zero and Azure)
-Cold steel (1-4)
-Hajimari (i think it's listed as reverie and currently not translated)
(Nayuta is not part of the main series)
In order, the games, and their arcs, are:
First Arc, Liberl:
1): Trails in the Sky First Chapter (Sky FC)
2): Trails in the Sky Second Chapter (Sky SC)
3): Trails in the Sky the 3rd (Sky 3rd)
Second Arc, Crossbell:
4): Trails from Zero (Zero)
5): Trails to Azure (Azure) [to come out in English in 'early 2023']
Third Arc, Erebonia:
6): Trails of Cold Steel 1 (CS 1)
7): Trails of Cold Steel 2 (CS 2)
8): Trails of Cold Steel 3 (CS 3)
9): Trails of Cold Steel 4 (CS 4)
Epilogue to the first 3 Arcs:
10): Trails into Reverie (Reverie) [to come out in English in 'mid/late 2023']
Fourth Arc, Calvard:
11): Kuro no Kiseki (Kuro) [not yet announced for localisation, expected in 2024/2025]
11): Kuro no Kiseki 2: Crimson Sin (Kuro 2) [not yet announced for localisation, expected in 2025/2026]
So the game you're looking at is the 4th game and the 1st one in the second Arc, the Crossbell Arc.
You could start with this one; as the start of a new Arc it tells a new story in a new location, separate from the Liberl arc that came before, and with new main characters, plots, enemies etc.
But, because all games and arcs are part of the larger story, there will be callbacks to the earlier games, including returning characters, references in many places, and most importantly, an entire subplot that is continued from the Liberl Arc.
As such, unless you really don't want to for whatever reason, it would be preferable to start with the Sky Arc and play all games in intended order. Fortunately, the Sky games, though decidedly Old School in graphics and gameplay, are absolutely great games and among the best in the series!
Whatever you choose to do, have fun and welcome to Trails!
EDIT: First sentence: 'currently consists of 12 games' instead of 'currently currently of 12 games'
-the trail games are all happening on the same continent and the same time period (except Nayuta which is to this day, not connected)
-the trail series can be divided in sub-series. Sky (1-3), crossbell arc (zero+azure), Erebonia arc (Cold steel 1->4),[ Reverie that ends crossbell+ Erebonia], and then Calvard arc ( Kuro 1-2 and more)
- they're written to be played in release order. So sky-> crossbell -> ColdSteel -> Reverie -> Kuro.
- The sub series are however designed to be playable individually, as they have new heroes and a new country each series and will have a new plot.
So you should start with the first game of one of the sub series. Either sky FC, Zero, Cold Steel 1, or Kuro (not yet released in the west).
It is NOT mandatory to play sky 1-3 to enjoy zero -Azure. You can totally enjoy Zero without playing Sky first.
However, in every sub series after the first, some characters from the previous series will come back. And some will have very important roles, or impactful/very emotional scenes etc. Some of the events that happened in previous series also will have major impact on the series you play.
-----------------
So you WILL enjoy more zero if you've played through Sky 1-3. But you don't need them to understand the plot nor do you need them to enjoy the game either. So don't go out of your way playing 200 hours of Sky if you don't like Sky, just for the sake of enjoying more Zero.
In reverse, if the franchise as a whole interests you and you're thinking of picking up the other series, playing them in order will make you enjoy each of them more so that's what is recommanded.
for example I played sky and coldsteel all the way through without ever having played crossbell, and coldsteel is my favorite JRPG series ever.
Unofficial answer: no, but it really helps
Actual answer: actually yeah though
Technically speaking you can start at game 1 in any arc and be fine. So you could start in Sky 1, Crossbell 1 (this is this game), Cold Steel 1, or Calvard 1 and be varying degrees of time as long as you accept that sometimes they're going to be throwing stuff at you that you might not get because it's a callback to a previous game.
For instance, in this game a fairly major plot thread is straight up the conclusion to a character arc that started in Sky 2/3. You don't HAVE to know the details, but the camera expects you to know when it's like "look, it's the thing you were waiting for for 4 years it's happening".
I don't know why the publishers and some fans try to advice newcomers otherwise. They probably just want to sell more copies (to support the series), but it's not good to trick people into buying games and recommending them to play in the wrong order which will affect their experience with the games.
You aren't really supporting the series by doing that.
I really don't mind playing older game (Old School in graphics and gameplay), actually I love this type of games as long there is a tremendous story/lore on it + JRPG vibe on it & a vast world to explore.
For the publishers I'd imagine it's due to the rights being split halfway down the series. XSEED owns the rights to games 1/2/3 and 6/7, but NISA owns the rights to 4/5 8/9/10+. You're never going to want to advertise for people to buy another company's product, even though it's REALLY important in Crossbell and Steel's cases.
For fans? I don't know - i imagine there's just straight up some who look at the pixel art and go "ew, look at this OLD STUFF, Cold Steel 1 looks so much better". Even though it like... OBJECTIVELY looks bad.
They even hired Youtubers to promote CS3 as an entry point, which is a very bad idea to recommend to the newbies.
They were just trying to get new people on board in a poorly thought out way.
I do have Trails in the Sky 2 but it didn´t "click" for me.
Just wanted to say this because it took me YEARS of playing the first one here and there, and then dropping it for months before coming back, to finally make it through. The story takes a while to get going through game one, but it's worth sticking through.
I agree with that. And playing Crossbell before CS1-2 is certainly a bad recommendation. But since people seem to mostly consider that the ''good order'' these days, ill just stop recommending and let people get burnt.