A friend recommended Fate/Zero to me but then I looked it up and there's Fate/stay night, Unlimited Blade Works, Apocrypha, Grand Order... and I genuinely dont know what connects to what. Do I need to watch stay night first or does Zero work as a starting point on its own?
Good news is you don't need to watch Fate/stay night first — Zero works as a starting point since it was written after stay night specifically to set up the world for people who hadn't touched the original visual novel.
Rough shape of it: Fate/Zero (2011) is the war before the "main" story, following Kiritsugu. Fate/stay night has multiple routes — the 2006 series and the 2010 Unlimited Blade Works anime (Studio Deen vs ufotable, different studios) adapt different routes of the same visual novel, so you don't need both, UBW is generally considered the stronger adaptation of the two. Heaven's Feel, the ufotable movie trilogy, is the third route and is usually watched after UBW since it assumes you already know the setup.
Apocrypha is a side story in an alternate timeline (a stolen Grail ends up in a different country) and can mostly be watched on its own once you know the basic rules of a Holy Grail War. Grand Order is the mobile game continuity and pulls characters from across the whole franchise, so it's really the endgame material rather than an entry point, I wouldn't start there.
Short version: Zero → stay night/UBW → Heaven's Feel, then Apocrypha and Grand Order whenever you like, in either order.
