This isn’t an anthology like most games in this genre (or video games in general). It’s a continuous narrative, like a long-running novel or TV series. Newcomers could get on board with this one, since it’s introducing a new cast and location, but they’ll have to go back at some point. Otherwise, they should start at the beginning (Trails in the Sky). Even if newcomers start with this one, they are going to be lost in Daybreak 2.