The general idea is that you want their to be as few roadblocks between the person who wants to read your story and the story itself. You know -- every extra click required to get to the story is a chance for a person to say, "You know, I don't care enough to read this serial."
That said, it's your serial so like yeah it's totally fine if you don't. I, for instance, didn't link to the first page of my new serial. There were potentially boring reasons for that decision -- my wordpress theme only allowed people to see the header image if you were on the home page, so I stickied the first post on the front page, but that caused problems so I unstickied it and now some of the links I posted don't bring you immediately to the start of the serial -- but long story short it's just a rule of thumb to keep in mind.