There is a bit of continuity... one of Star Ocean 2's main characters is the son of the one of the main characters from Star Ocean 1. But it's not at all neccesary to know that, I played 2 first since 1 was never released in America. I played the translated rom of 1 years after.

I dunno if 3 has any connections to the previous ones. I suppose it probably does, but they shouldnt give those new to the series any trouble.