There are some callbacks you'll miss out on, but not really.

Some are connected though.

You won't need to play any of the Arland games (Rorona, Totori, and Meruru), as they aren't connected at all.

You can jump into Escha and Logy and get anything important in the game, though I would suggest playing Ayesha first (Only two of the DUsk games out yet, with one more to come), but even if you don't the story is pretty self contained, and you shouldn't be confused by anything, with one possible exception near the end, but nothing that should hinder the main plots enjoyment.