This one first. Its technically the 6th LoH game in the series, but it starts its own story arc completely unrelated to the original 5 games. And the other 3 on the psp are called the gagharv trilogy but Bandai butchered the translations and the combat for the games. This game though personally has some of the best writing style and story telling out of every game I have ever played so definitley pick this one up first.
oohhh so i should start with this one then? Which should i play after this?
Well that depends. The sequel to this game is not here in the U yet, but if you really wanna play the other 3 games then I recommend playing in this order.
LoH 2:Moonlight Witch LoH: Tear of Vermillion LoH3: Cagesong
That is the proper order of playing them but when they were translated and brought over they decided to number them differently then when they were originally released. So LoH 2 is actualy LoH 3 and LoH is LoH 4 etc etc.
If you do play the Gagharv Trilogy games, just bear in mind that they're third party remakes of an older set of games so they don't play the same way as this game (or as Falcom intended them to be played since Bandai modified the combat system) and the localizations are... not good. That being said, people have managed to really enjoy the games in spite of that so after playing this game they're not a bad option if you're feeling a craving for more. You just want to know going in that you're not getting quite the same experience as this game..