I haven't yet started Covenant. One game at a time for me. From what I understand, however, the two games in the series that go together most are Shadow Hearts and Shadow Hearts: Covenant. That you absolutely need Shadow Hearts before you can play Covenant. I would recommend finding the first Shadow Hearts.

Of course, don't work for the good ending. Some idiot made the sequel follow the ending that you get for doing the bare minimum to complete the game. Someone forgot to tell him that that's not beating the game. That's coasting through the game. And I had to come here to get people to tell me what happens in this not-so-true "true" ending.