Is there some kind of route order? Because the start of wren's route (the first one i picked) left me so confused. I was like 'who are these people. who am i? where am i?'
There is no route order, the game is intended to throw you in the thick of it. It's a side game to a planned full game where it will introduce much, much more. The idea is get to know everyone by just playing the game. Sorry if it's confusing, but this choice was intentional.