Quote Originally Posted by SannaR View Post
I'd also tell you to go and read the side stories SE puts out. They might not have a lot of lore but there's a lot of connective tissue to things that tie into the story that explain some whys to some character developments that you won't see on screen.
...with the important warning to not read them until you have played the games they are related to! All kinds of spoilers in them.

The Side Stories page is here.

"Tales from the Calamity" can probably be read straight away, but is better appreciated once you've finished ARR and know that group of characters.

"Tales from the Dragonsong War" should only be read after completing Heavensward and its post-credits storyline.

And "Tales from the Storm" should be read post-Stormblood.