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The Sky games are not very essential for Cold Steel 1 and 2. Opinions vary on how essential they are for CS 3/4, which have more Sky characters appearing and more references, from what I've been told.
Longer Answer:
The Sky games introduce one of the series-spanning antagonists, there's a slight spoiler about one of the characters who appeared in Sky, and certain parts of Sky the Third offer up valuable context for understanding Erebonian political situation.
The question implies that you aren't enjoying the Sky games and want to move on to Cold Steel. May I ask what is it that you dislike about the Sky games? Is it the older graphics, or the lack of voice acting, or the complicated orbment setup?
So, yeah, play them all, take the time that is needed, after all, Steel 3 and 4 have not be announced for PC yet, so it'll probably be some time before they're ported, if they ever will.
(Liberl arc) Trails in the Sky: First Chapter -> Second Chapter -> The 3rd
(Crossbell arc) Zero no Kiseki -> Ao no Kiseki
(Erebonia arc) Trails of Cold Steel 1 -> 2 -> 3 -> 4
If you're enjoying Trails in the Sky, then there's no harm in continuing to play through them when you have time. These games are slow burns anyway.
There are tons of things in Sky 1 & 2, events, history, characters, aspects of the world, etc. that come back in CS1 & CS2, yet are not properly explained at all whatsoever in CS1 & CS2, because they've already been explained in the Sky games.
Therefore, if you play CS1 before having completed Sky 1 & 2, then you will be receiving a subpar experience, as you will be missing out on tons of context & details which would have given you a much better & fuller understanding of what is going on, had you played through Sky 1 & 2 first.
And by the time you get to CS3 and CS4, then everything I said in the previous paragraphs becomes even more important, and playing the Sky games first becomes even more essential.
Sky 3 is a bit different in those regards, as it is mostly irrelevant to the Cold Steel games...but Sky 3 does still have a few key aspects that are important to CS1 & CS2...but there are so few of them, that you could get by without missing too much by skipping Sky 3.
So if you really want to skip Sky games, then I'd recommend skip Sky 3 only, but not 1 & 2. Plus, Sky 1 & 2 are better than CS in some ways anyway, such as Sky 1 & 2 have a more epic story with a wider scope than CS1 and CS2 do.
You are correct that beating the Sky games is a huge time commitment, but it's worth it. It's not like the CS games are going anywhere, so there's no rush to get to playing them.
Besides, CS4 and CS5 are not going be released in English until many years into the future...so even if you did play CS 1, 2, and/or 3 (3 which is on PS4-only at the moment) now...then you'd still have a long wait before you'd be able to complete the series anyway...which IMO just adds to the point that there's no reason to rush into the CS games any time soon.
Also, I disagree with Val when he says that each series is an arc stands on its own as a standalone story. No, really doesn't work like that. Rather, the sub-serieses/stories are all intertwined with each other.
That's why even Falcom themselves said that CS4 would conclude the plots of Trails in the Sky series and also the Crossbell series at the time when CS4 was first released in Japan. And that's also why CS4 has the subtitle of "End of Saga" --- meaning the end of all three Trails sub-seriees, not just Cold Steel only.
Yet if what Val said was accurate, and each series was an independent standalone story, then it would be impossible for CS4 to conclude plots from Trails in the Sky and Crossbell games.
Thanks for the reply, I'll stick out through the Sky series.
Yes, you'll miss some bio of the secondary characters & minor lore, which is absolutely not essential to CS. And if you are really curious you can spend 10 minutes reading it all on wiki instead of wasting a 100 hours playing games you don't enjoy.
Also more knowledge is not necessary a good thing since it will spoil some surprises.