you gotta watch fumoffu to bridge the gap. and make sure you watched brotherhood, not 03. 03 isn't in the same continuity and is super confusing if you try and fit it in
I rewatched not too long ago, and it's got some pretty standard "anime made in 2003" yikes jokes. Other than that, I think it's the best FMP has ever made.
Yurt Owl : Now answer my question or you'll be standing tall before the man.
Private Joker : I think I was trying to suggest something about the duality of man, sir.
Yurt owl : The what?
Private Joker : The duality of man. The Jungian thing, sir.
Yurt Owl : Whose side are you on, son?
Private Joker : Our side, sir.
Yurt Owl : Don't you love your country?
Private Joker : Yes, sir.
Private Joker : Yes, sir.
That is your crime, it is also your punishment
I think it's supposed to basically take us through the ages: the 50-70's, the modernish era, and the post apocalyptic era (when all pretense is dropped and the country's leader just openly goes under fuhrer now).