In the limited time I've had to play this game so far, the start of the Smuggler story referenced the Trooper one (Makes sense, same planet and all), the early Consular story mentions a character from the Knight path and I may have found another reference early on in the Agent story to events from one of the Sith stories (Given that the first conversation the Warrior has mentions they were early, I'd imagine they're the most likely candidate rather than the Inquisitor).
Is there a specific order that the stories make the most sense in?