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There will be of course some things you're missing out on, but it's still perfectly understandable and anyone you need to know is re-introduced as if the developers expected people playing it to be joining the series for the first time here.
I too started with Cold Steel and then went back to past games because I enjoyed the series enough to do so.
One advantage of starting there first is that the gameplay will only improve and get more refined. It could feel frustrating to start with refined gameplay from Cold Steel then go back to Trails in the Sky.
In conclusion: if you are used to old games, play the cronological order, if not start for CSI.
The ending section of Trails in the Sky FC is the most exciting part of the game, so if the cliffhanger of FC bored you, I'm not sure you'd enjoy SC. Sky SC is another game set in Liberl, but it continues the story right where FC left off, and the stakes get distinctly raised. Despite the same cast and setting, it has a different feel to it than FC.
Sky FC has world-building value for the overall setting yes, but Sky SC (and some of Sky The Third) is where the foundations for groups and organizations which carry on through the rest of the series starts. FC on its own is foundational largely for the Liberl Kingdom and the Bracer Guild.
As a fair warning, Cold Steel 1 is another opening entry, so it's going to start out with the same low stakes and calm pace of FC, and it takes a while to get going.
Cold Steel 3 will start to drop open spoilers for major plot elements and twists from both the Sky and Crossbell arcs. Cold Steel 4 has loads of characters from previous arcs re-appearing. You might be able to get the gist as explanations are given, but you may not have as strong an emotional connection without seeing the story. You could possibly get a feeling like "who are these people and why is so much time being spent on these scenes?"