Gaming

You can play Cold Steel 1&2 as your first if you want a more modern introduction to the world and like the persona style school setting stuff, but CS3 is when the stories of all the previous games start merging together, so it's very highly recommended to have played Sky, Zero and Azure before that or you will miss a lot of it.

Also there is a 3D remake of the Sky trilogy coming, starting sometime next year with the first game. Though so far it seems to be Switch exclusive.

I’ve only played the two first entries so far (Trails in the Sky FC & SC) and I’ve found them be fun JRPGs. I’d recommend starting by the beginning.

Not op, but I've been playing the series (just finished the sixth game, Cold Steel), and I'd suggest not starting from a later point in the series, as every game references the previous ones in some way. Although even if they didn't, I'd still suggest starting from Sky, then playing Zero and Azure, as they are really good (and imo much better games than CS).