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The quests you completed in the first game are recorded and so people you helped will remember you in the second game.
You will get some bonus items soon after the start of the second game based on the bracer rank you got in the first game.
FC and SC didn't originally have higher difficulties, and so they were not given as rigorous a testing as Normal was, so they can be difficult or tedious on higher difficulties. This is especially bad in SC's prologue. Battles in SC on Normal are already harder than they were in FC, I would recommend continuing on Normal.
There are some new mechanics as the trilogy progresses, but not many. SC introduces "Chain Crafts" which basically allow you to add additional party members to an attack for an increasing cost of their CP. The orbment setup in SC is enhanced as well.
The Third introduces new, special turn bonuses, but I won't go into that because of spoiler reasons.
SC features largely the same maps for the first half of the game, but each chapter adds a new dungeon or area. There are lots of new maps in the game.
The Third's structure is different, but it has mostly new maps.
Other than that, all the clear file moves across is Estelle's level (which barely matters because XP scaling), and some flavor text from NPCs you did sidequests for.
- Save carry-over data between games is mostly useless fluff that doesn't matter at all in any way. And that goes for all Trails/LOH games.
- Sky SC forces you to re-collect all your gear anew.
- The 3rd doesn't exactly 'follow a different cast' as you said. It does have different main characters than the previous games, meaning the main characters of 3rd are not Joshua and Estelle like they are in part 1 and 2. But other than that, it follows the same cast. And Joshua and Estelle are still part of that cast.
- Sky SC is harder than FC. Other than that, the games are mostly the same in terms of difficulty until you get to Cold Steel games, which are overly-easy, and much easier than any of the Sky or Crossbell games.
- Yes, things change mechanically, but not always for the better. All of the post-Crossbell games completely ruined the previously-excellent Arts/orbment system, and replaced it with a new system that is total trash.
But the things they did improve mechanically in post-Crossbell games are:
a) giving you better maps to navigate the areas you are in.
b) the cooperative attacks where your party members help each other are much better done in the later games.
- Each game tends to heavily recycle the maps of the previous game instead of making new maps, although they have a tiny number of new maps. So Sky SC will be the same maps as Sky FC is for the vast majority of the gameplay time.
Sky the 3rd is the closest thing to a game that doesn't recycle old maps so much. But the games after Sky the 3rd go back to the old map-recycling pattern.
One of the post-Sky* mechanical improvements is that status-inflicting quartz are now one per line instead of one per orbment. In the Sky games, having multiple lines on an orbment was unequivocally bad. In the Cold Steel games, multiple lines now have a benefit.
* (I don't know if this change happened in the Crossbell games or if it was introduced in the Cold Steel games.)
Firstly Arts users will FAR out damage physical attackers in Cold Steel 3.
Secondly the Quartz system in Cold Steel imo allows for versatility in it's own way as Stabbey mentioned.
I actually prefer the Cold Steel Quartz system. Something doesn't have to be complicated to still have versatility and depth.
This is why I like using Alisa as a caster, because her high speed stat makes her the fastest mage in the cast. Plus late game a certain setup can give a free +50% ATS boost.