The Sundering is a world spanning event that creates ripples all across the Realms. The books in the series are connected in that they take place against that backdrop, showing different aspects of it. The stories, however, are not sequels or intertwined, though there are some Easter Eggs across books.
Paul S. KempCale is my signature character in the Forgotten Realms. The most popular character I've written. He's a thief, an assassin, and eventually, a priest who stabs his own god in the chest. Always trying to slip his past, but never succeeding. Dark dude. Brooding dude. Born killer. But honorable, still.
Paul S. KempShared world has done some world building and brings (in the case of FR and SW) a big audience. With your own work, you're more creatively free. In a way, the shared world stuff has a high floor but a ceiling.
Paul S. Kemp