Do I need to play Sunless Sea first? Is it heavy on lore?
So this Sunless Skies thing look interesting. But you'll at least see something interesting more quickly and regularly as you explore ports. You'll still need to meander about a bit. The ambitions that form your character's main quest still can be pretty freeform though. There's also now a bank that's quickly made available to you that keeps anything in for new captains. The map only changes when starting up a new lineage now so future captains will still know where ports to dock are, you keep your train minus one module on death and succession, and about half of your money plus a handful of possessions (the more abstract things like Searing Enigmas or Tales of Terror). You also have much less of a reset on a death/retirement too.
A handful of stories will keep progress between captains and a number will stay done once brought to a conclusion.
It throws a lot less at you right away just from having four separate maps instead of one huge one. It's generally a better explained game in the beginning. In Sunless Sea I felt too often that I really needed to have the Wiki open to be able to enjoy the game and its many stories, because otherwise I'd just be repeating the same story beats again and again. I don't mind the trudging, as long as there's less of a feeling of me not really knowing what I'm doing.