I'd definitely recommend the first two Cold Steel games. They're fantastic and among my most favorite games ever. The story of CS3+4 isn't as good, but if you played CS1+2 and liked the characters, the setting, the music, and the gameplay, then you'll still probably really like CS3+4.
If you can, I would recommend playing CS1+2 on PC, as XSEED (the localizer for the first two games) went above and beyond and recorded thousands of additional voice lines for those games. If you play on console then there are going to be a lot more unvoiced scenes, and some scenes will be inconsistently voiced with certain characters speaking while others remain silent (most notably the MC). It doesn't matter which platform you play CS3+4 are because NISA (the localizer of those two games) didn't bother recording extra voicelines to fill in the gaps.