The Series Starts
In the beginning
So you want to start your hero on his way! How he began the series that you are writing without end -- all about him! An origin tale!
Not -- necessarily -- the first story from your viewpoint, or your readers’. From his viewpoint.
The differences between a prequel and a story written in sequence1 gain some refinements here.
A series character -- at least one from an interminable series -- does not change. If he changes, the readers expect a character arc, which ends. Or at least, the difference between the stories in which he changes and those where he does not is striking.2
A first story, an origin tale, changes the character so that he starts on the series. If he already does what he did in the series, the story will change it in some significant way, or it is merely story of his early career, not an origin story.
This is the story in which he first lays a ghost, and frightens everyone in his village so much that he starts to wander, laying ghosts -- or, having been a traveling peddler who helped lay ghosts, this ghost impressed people so they seek him out.
If it’s to be an origin story, he has to be different in the beginning of it from the end. Which means he can’t start out as the character that draws everyone to read more and more in the series.
If this is the start of the series in your viewpoint as well as the character’s, there is the danger that the change to the unchanging character, who produces reactions and changes in his secondary characters, who come and go, will put off the fans drawn in by the first story.
If it’s not the start, it may put off readers by being different.
Also, of course, it has to be adequate to explain the change.
I read a manga where the hero and heroine became engaged -- magic was involved, and he was drunk -- only for them to realize they were suited for each other.
Other adventures ensued.
It was insufficient.
I was thinking that it would be wiser to have several stories as an on-ramp.
A first story where they concluded they were well-suited.
Subsequent stories where problems pressed in, and she considered whether being well-suited to him was worth it, at the price of his position, in service to a prince, meaning that these problems would be never ending. Indeed, if the problems didn’t seek them out, it would be his duty to seek them out, and then she would have to support him in that. There wouldn’t have to be many.
Or, of course, the first story could have been made more complex, so the heroine realized in it that consenting to marry him would mean that she would face perils without end, inherent in his position.
After that, you could have an unending series of stories in which the hero and heroine bravely tackle the problems of the kingdom together. (With the slight complication that between the setting and their births, they would be expected to have children. Passing time would complicate the writing of the series, of course.)
Another factor would be, of course, that this will end mystery about the hero’s origin. The sooner you put in an origin story, of course, the less time it will have had to build up, but it’s an issue.
One notes that many heroes, whose undying series always feature them, do not have origin stories. Robin Hood did not acquire any in the ballads until several centuries after he first appeared, and while some of the other outlaws have canonical origin, none have really stuck for Robin. (Imagine a movie having Robin and Little John meet other than in the famous quarterstaff duel in which Robin is worsted. But his outlawry has several film origins.)
Likewise Sherlock Holmes. The first story tells the origin of the Holmes/Watson duo, not of Holmes himself. We gain occasional stories from before that meeting, but none are really origin stories.
A true origin story for the hero of an unending series of stories needs deep consideration. Particularly whether it’s necessary.