Fantasy isn't my genre, but you've almost persuaded me to give this one a try. I suppose I should start at the beginning of the series, though.
Yes, you should, because the characters frequently refer to the main character of the first book and the interactions she had with them. Starting with Cyndere's Midnight would be like starting to read The Lord of the Rings with The Two Towers.
Fantasy isn't my genre, but you've almost persuaded me to give this one a try. I suppose I should start at the beginning of the series, though.