>>38
They aren't linked, except for shows with direct sequels. Similar themes and plots, but each season is pretty much its own thing.
There's occasionally a hand-off episode, where the previous season Cures introduce the new ones, but that's usually the most connection they get (and the background cosmology of how things work in the world often conflicts between season to season).
This isn't UC Gundam, where I'd absolutely tell you to watch 0079, then Zeta, then ZZ, etc, etc all the way up in production order.

There are three lines of direct sequels so far:
* Futari wa Precure -> Max Heart
* Yes 5 Precure -> GoGo! -> Otona Precure '23 (also features characters from Futari wa and Splash Star)
* Maho Girls Precure -> Mirai Days (upcoming)

There's a major exception in Hugtto Precure, which has quite a few older season Cures show up later in the show and it is nice to know who they are, but the target audience probably didn't know them that well since they're literally 5 and have maybe seen and understood 1 or 2 Precure seasons tops. I would suggest saving it for later though.

But yeah, there are basically 4 shows in the franchise where order matters, excluding the movies which generally want you to have seen a few of the shows up to their release (good luck waiting to watch Precure All Stars F if you need to know EVERY Cure). Some movies are actually self-contained and just expect you to have seen the show they're based in (and not event the whole thing, they tend to be set halfway through a season), but a lot aren't.

Have fun! If you don't like a season, pick another one. My overall favorite is Fresh (warning: it is probably the ugliest season), and Heartcatch is typically considered to be the best regarded one. My favorite characters are from Kirakira (this season sadly cuts back on the fighting by a lot), and I really, really like Yes 5, even if I don't actually think it needed another season (and then Otona is a decent continuation after that, if a bit hamfisted with its moral).