@BakedBanana
I went for Trails of Cold Steel but I'm going at it because I was told I don't have to go through everything? But then there's a video I encountered telling me that this is a franchise with a great amount of world build and the technology progresses in each trail games. Haven't started on 2 and 3 yet since I got distracted and 3 just came out(in en anyways)
@Tamed
Yes, there is world building, but if you don't want to try the older games you could just watch videos summarizing the games. Though, when I first got into the game I was like you, but I chose to try the older games, and Trails in the Sky became one of my favorite games with their characters and story. So I would recommend the older games, but if you don't want to, that's perfectly fine.