Many anime are derived from visual/light novels, so it only feels natural to also discuss them here. What do you think?
In essence it's a family of games which are in various proportions a mix of fighting game genre and Visual Novel - in the "story mode" the VN progresses along a plotline and from time to time duels occur. Now the proportion of fighting to plot varies wildly between those, and the asker wanted to know the order in which to play to follow the storyline of Tsukihime.
The consensus on Chat was that questions about that kind of games are relevant only if they ask about (or depend strictly on) the plot aspects of the game. Questions that pertain to the game mechanics, multiplayer, and other elements that are not directly relevant to the VN part are better asked on Arquade.
(in particular, the question about order is on-topic)
I think that I will cite Madare Uchiha's response to this question: Are live-action series based on anime/manga/light novels on topic here?. I think that only anime and manga should be discussed on this site, though questions about comparisons between light novels and their corresponding anime/manga, for example, should be allowed. That draws a pretty solid line.