I like the rankings, thanks for that. You really hated Zero that much? I thought it did a great job of setting things up, but I do agree that Azure is amazing, and for sure Sky 3 is the pinnacle for me so far.
I'm excited to get going with Cold Steel 1, I'm assuming it covers the Erebonian civil war.
Zero's too on the nose about being a setup game:
You visit tons of mysterious locations with obvious greater purposes but for not particularly interesting reasons at the time.
There are guest characters who seem like they should join up properly with the team for how much work was put into their battle designs who don't (and later do in the sequel).
Some of the villains by necessity need to be weaker to not outshine the sequel's, and the Team Magma/Aqua dynamic & aesthetic of the downtime punks and the actual '20s mafioso design of the... mafia are too simple.
None of the SSS really shine because of how procedural the development feels (each member gets some time to spend with Lloyd to spill their guts and it's all... fine, but I always felt that allot of the beats may have been held back for what's ahead (which was partially true lol - Elie doesn't change beyond chapter 2 of Zero, Randy changes a whole lot in Azure).
(I also don't like how the ending tries closing on a happy note but doesn't address the elephant in the room Lloyd himself brought up in the final confrontation but then never follows up on: If someone was able to steal KeA away from the crazy, secret cult and we don't know who that person is or why they did it, isn't KeA still in danger? Not the biggest fan of the recurring cast writing too but I also don't like Renne in general outside of her Star Door, which is legitimately spectacular)
FC (Sky 1) and CS1 are both much better opening games, for different reasons.
FC is very clearly a single chapter of a story rather than a prologue. Most Falcom fans have heard the story about how the development team was forced to split Trails in the Sky in half* during development, but the writing really shows it. It's foremost a character story, and you can trace the thruline for Estelle's character from a bratty, country kid to a hero arguing, from a place of experience, for optimism against a hardened cynic (and sadist, and general bastard). The reason I rate FC so low by the way is mostly because the first couple chapters are awful (so bad that I dropped the game twice before playing CS1/2 and then looping back to power through) and the game's generally unpleasant to play for much of the run. The best of FC is really good though - The tension by the final chapter is at a fever pitch and the writing team capitalizes on every opportunity.
With Zero the team began its commitment to storytelling of a greater world and the priority shifted to setting pieces on a board over devoted character stories, and I think they struggled to make a good game on top of that. Especially obvious as a guy who looped back after CS1&2. It's clear for CS1 that Falcom identified allot of the mistakes they made in Zero and address them directly or cleverly sidestep them. I think the Cold Steel sequels are weaker, clearly, and that Azure's a brilliant sequel to Zero, and ironically some of that success/failure in the followups stem from the design choices in the worse/better prequel.