I don’t think there’s anything inherently wrong in starting with Fate/Zero either. It just comes down to a narrative order. You might come across a few terms that don’t make sense like “The Root” and the concept of Mage crests, etc because later shows are adapted under the assumption that people are already familiar with the source material. Purists will probably even tell you to read the VN first. I know people who became fans out of the 2006 anime, and who became fans out of Fate/Zero, and UBW, so there’s nothing incorrect about starting at a point that looks interesting to you if it gets you to learn more about the Fate world.
