just to add on that guilty gear seems to be internally consistent in its plot and world building now, which it hadn't been for years. so don't worry about having to catch up with years of lore and world building, you don't need all of that to enjoy Xrd's story as much.

plus unlike previously and blazblue currently they seem to be putting a lot of the story in the actual game rather than having to hunt down an obscure manga that came out in a limited run magazine or something