You get a chain, but
>first jump must be F/SN as a Master
>You must win the Holy Grail War to continue your chain
>All future jumps will have a HGW happening at some point near the end of the jump
>You need to keep winning the Holy Grail Wars with your Servant companion from F/SN
>Servants will be summoned from a pool of both local characters and characters from previous jumps
>Servants will have their powersets adapted to the current jump and may also gain adaptations from previous jumps
>Different HGW formats may activate depending on the jump (some settings like Valkyria Chronicles or Advance Wars may have a Great Holy Grail War format, Three Kingdoms or Hyrule Warriors may see a Moon Holy Grail War, settings like Doctor Who may have a Grand Order format, etc.)
>Some stray masters from previous jumps may appear and may also gain local relevant abilities
>As the chain progresses, the HGWs will increasily become a bigger clusterfuck of crossovers and formats to keep up the difficulty