@PotomacBobIn the early days of motion pictures, you had the series and the serial. (No, Grinning Dick, not the crunchy kind of serial you pour milk over.)
TV had continued that trend, as have many books. A series has the same characters, but you can watch or read them in any order, it really doesn't matter a whole lot. They might reference something from a previous work, but on the whole, they're standalone works. Visually, Law & Order, NYPD Blue, Columbo and in writing, Tom Swift, the Hardy Boys, Nancy Drew, Longarm or Mack Bolan did that as well.
A serial, you start in the middle of, and you're probably going, what the heck's going on here? Dallas was an example of that on TV. At the same time, a serial is often a series, because again, continuing characters.
Where you get into saga is when the wordy bastards show up. It's still a serial / series. It's just that things got a little out of control, and the whole, let's neatly wrap this up in a trilogy just didn't work.
David Weber with Honor Harrington (20+ books) and Safehold (10+ books) are pretty good examples of a saga - a story that tells of legendary deeds. Raymond Feist with the Crydee novels - you better know what you're getting into before starting those 30 some odd books.
As for on here, I qualify as a wordy bastard. Two finished, stand alone stories at 900,000 words between them, and my series / serial , which is at 890,000 words and still going strong in Book Three. I don't consider A True History to be a Saga, just a serial, and I'm the author. You should read the first two books (maybe even buy them on Bookapy - just saying), because starting with Book 3 and the preface about what happened before, you can do it. You're just going to miss a LOT of other things that shape what's going on in the most recent book. And that's what I suspect the Teens Dreams author meant. (Don't know, never met him, but that's what I'd suspect.)