yeah each season really tells one big ongoing story so it's best to listen to all of a given season sequentially if you have the time. I couldn't get into the show at all for like a year because I couldn't focus enough to really follow it, but man once I got into the cuba and korea seasons I devoured them really fast, they are gripping.

Korea is darker for sure, for obvious reasons, but very good. If you really want to you can just read the episode descriptions and jump in at whatever part catches your interest most. As long as you know the "characters" involved and general outlines of the conflict you should be able to follow