I've been a fan of the Harvest Moon series since the first one on SNES, although a lot of them have been kinda... not that great. But Rune Factory blew my mind when I played it, and it's one of my favorite games and certainly one of the best things to come out of the Harvest Moon series. However, I've only played the first one. Mostly due to lack of time/money and always being distracted by shinier things. I want to get another in the series, probably the latest one, but I wanted to ask if anyone knows if another in the series is better. Also, if they're very closely connected story-wise? Ie, if I skip from the first game to the last one, will I be confused about anything plot-wise?
Personally, I would recommend Rune Factory 3 or 4. It is a fairly iterative game series which generally improves on the mechanics from game to game. The series is not really connected that much from a story perspective, so you'll be fine to jump into whatever game you choose.
I can't vouch for Rune Factory 4 because it wasn't released in Europe, but I did play through Rune Factory 3 and it's a great game.
If you loved the first one you will like 3, it has a lot of things to do. I don't think the stories are connected so you should be OK getting any one in the series.
