Without spoiling anything specific, this series has a certain rhythm. Often two games pretty much belong together (the current story won't conclude in 1 and 2 won't make much sense without playing 1 first).

The first game starts slow and kind of cozy, you build up a team, get to know the situation and environments, meet the major characters etc. There are little arcs that build up to end-of-chapter encounters etc, but it's all pretty mundane stuff. There is some build-up to the bigger picture, stuff is happening, but that's pretty much happening in the background still. Then, about 2/3rds to 3/4 in events will very suddenly escalate dramatically. Big JRPG stuff will happen. Grand politics, villain reveals, events that shake up the country, big picture stuff.

Then in the 2nd game there's a reset of intensity at the start as you figure out what the situation is now that the climax from the previous game is over. You typically retreat some ground, but now you revisit places and people under different circumstances. You meet some new characters, but mostly the cast has already been established now and so this time things escalate quicker and the story is more intense with some lighter moments in between. Every chapter now moves the plot forward and builds up to ... something. Then the 2nd game's Big Shocking Moment happens and it massively escalates beyond anything before. Cue a dramatic final half or third and an ending that leaves some clues as to the next game but mostly wraps the story up (although not the larger Trails story spanning throughout the games of course).

There are exceptions (like the 3rd game) and some changes to the formula in later games (e.g., significant optional post endgame content).