The best in the business. It's all one continuing story. That may seem daunting but they are broken up into mini story arcs that new players can jump into at any time. Trails in the Sky 1-3, Trails of Zero + Azure, Trails of Coldsteel + Reverie, and now the beginning of the newest arc Kuro No Kiseki are all their own mini arcs building to a much larger ongoing story. There is crossover between the main characters of one story arc showing up in another story arc as a cameo or an important figure in the story but no longer a main character. The Trails In The Sky Trilogy is not available on modern consoles but is on Steam/PC. The beginning of the second story arc Trails of Zero is finally getting an official English release on Switch/PS4/PC this September.
You got me intrigued, but I want to start on the first game. I'm debating either getting this for PSTV (PSP version) or Steam. They're both the same price, is there any difference? Also does the PC version support controller? I'd be playing on my couch. If no difference, I'm thinking PSTV.