It's worth mentioning that if you're interested in the official main story, you should begin with
Journey to Rooted Hold, which is also a good hold from an "
introduction to DROD gameplay"
point of view -- it has fewer elements and remains easy for the first few levels before gradually ramping up.
KDD is the actual first hold, but it has very little in the way of story. All you need to know from it is that Beethro cleared out King Dugan's dungeon, and while he was there, he found a mysterious door on the Tenth Level he didn't know how to open. At the start of JtRH, he goes back to take another look at that door. If you want the start of the story in more detail, then read "
Beethro the Delver"
.
TCB and TSS are the second and third major instalments, so they are best played in order after finishing JtRH. They're also not so great as gameplay introductions (though both of them begin with warm-up levels in case anyone picks them up as their first taste of DROD).
GatEB is a prequel, entirely separate from the rest of the story. It tells the story of Beethro's grandfather, Gunthro. It's also quite a bit easier than the other holds, so it's another possible starting point. It certainly helped me get back into the series after TCB fried my brain.
There are a number of Smitemaster's Selections, some of which tell parts of the story in between JtRH, TCB, and TSS, but none of them are really essential to understand the story.
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50th Skywatcher
