Watch the movie Final Fantasy XV Kingsglaive.....its not bad actually and sets the story rolling and finishes where the game starts.
I really enjoyed Kingsglaive - certainly more than expected given the reviews it got. In many ways it does what the main game doesn't and sets a nice backdrop. There's also the 4 or 5 part Brotherhood anime series about the 4 main protagonists and how they became friends before the game starts. Both improve the game for sure.