You do not need to have played the first XD game to enjoy Mercuris Chess. However, to appreciate the game’s introduction, you need to know that, in the first episode, Link locked Zelda up in his cave after a drinking night.
The story takes place some months after that terrible night. While Link was trying to make up for his fault, a very rich business man named Mr Grump took over the kingdom and bought everything.
There begins your next adventure, in a world where everything has a price and where truth and lies become undistinguishable.