Arukaizer: I only hope 3rd will still work on Win XP.
I was expecting they would port 4th and 5th to PC too(they have the same graphics style of 1st~3rd, right?).
Sarisio: Trails in the Sky is the trilogy, isn't it? At least I hope so, because I am waiting for the full thing to be released so I could start playing :)
Legend of Heroes itself has many games, some are interconnected in trilogies and such, and some aren't.
It's kinda complex. The most recent 7 "Legend of Heroes" games (plus the upcoming one in Japan) have all been part of the "Trails"-subseries, which take place on the same continent. It's divided into 3 separate arcs. The first two Trails games, which are Trails in the Sky and Trails in the Sky Second Chapter, comprise the first story arc. Both are available on GOG and the second game does a decent job tying up most loose ends from the first game. The third game, which releases tomorrow is a bridge game between the first story arc and the other story arcs, though it has the same cast as the first two games. It's not truly the finale of a trilogy.
The fourth and fifth game (unofficially called Trails to Zero and Trails to Azure) make up the second story arc and take place in another country on the same continent and are currently Japan-only.
The sixth and seventh game, as well as the upcoming eight game, (Trails of Cold Steel I, II and III) take place in yet another country on the same continent and were released for PS3 and Vita in the west. Last month, PC ports for both (which presumably will make it to GOG) were announced by XSeed.
Each story arc can be somewhat of a "jump-in" point, though due to later games containing a lot of references to earlier games, it's best to start with the earlier games.
You could have started playing the moment Trails in the Sky Second Chapter came out.
TyanmirRise: Really surprised that Trails in the Sky the 3rd hasn't been updated on the GOG database yet. Holding back on any purchases on any other store just for this release.
As for Trails of Cold Steel... I believe that a different outfit (not XSEED) is bringing that to the PC? Are we absolutely sure that we shall be getting that installment on GOG?
No, it's definitely XSeed doing (or rather contracting out) the port for Cold Steel. They also said they were porting it to PC, not to Steam. So the chances of a GOG version are pretty good.