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Robin Hobb has written many novels, that are part of several series, that in turn belong to a broader cycle called The Realm of the Elderlings.
From what I have gathered, this cycle is composed by the following series:

  1. The Farseer trilogy (began in 1995) (the only one that I have read as today)
  2. The Liveship Traders trilogy (1998)
  3. The Tawny Man trilogy (2001)
  4. The Rain Wild chronicles (2009)
  5. The Fitz and the Fool trilogy (2014)

For what I have understood, Farseer, Tawny Man and Fitz and the Fool are closely related and one is the direct subsequent than the previous.
The other series are also belonging to the same world, but I haven't understood if and how they are connected to the main books.
Do they continue the story form the previous (from a release date point of view) series, or they tell totally different stories? Do they share the same characters, even if they are not the protagonists? Do they reference the main series, and the main series reference them?

In other words, will I lose something if I stick to the main series, or my reading will be spoiled? Apart form the logical release date reading order, does it makes sense to read only the main series, and maybe the others only on a second time?

She wrote more or less 20 books in twenty years, in the same time G.R.R. Martin has not yet finished to butcher all of his characters...

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From what I have gathered, this cycle is composed by the following series

Yes, your list of series in the cycle is exhaustive. Here's a full list of all stories. In addition to what you listed, there are some stand-alone stories.

These are prequels that chronologically take place before the Farseer trilogy, but can be read at any time really (as you can see, they were published later):

  • "Homecoming" (2011) is a prequel short story in The Inheritance and Other Stories
  • The Willful Princess and the Piebald Prince (2013) is a prequel novel
  • "Cat's Meat" (2011) is a prequel short story in The Inheritance and Other Stories

In addition there are some other interquel short stories that take place during the Farseer trilogy chronologically, but that can also be read when you wish:

  • "Words Like Coins" (2009) is a short story in A Fantasy Medley which takes place after Assassin's Apprentice
  • "Blue Boots" (2010) is a short story in Songs of Love and Death which takes place after Assassin's Apprentice
  • "The Inheritance" (2011) is a prequel short story in The Inheritance and Other Stories

For what I have understood, Farseer, Tawny Man and Fitz and the Fool are directly related and one is the directly subsequent than the previous.

That's correct.

Do they continue the story form the previous (from a release date point of view) series, or they tell totally different stories? Do they share the same characters, even if they are not the protagonists? Do they reference the main series, and the main series reference them?

They follow different characters and take place in different parts of the world, but they do reference each other both ways.

In other words, will I lose something if I stick to the main series, or my reading will be spoiled? Apart form the logical release date reading order, does it makes sense to read only the main series, and maybe the others only on a second time?

You can do that, and your reading won't be especially spoiled. But yes, you will lose something.

In the later books there are a few references to events that occured in the "non-main" series. Most of it is recapped, but characters interact and overlap in all the series, and you'll lose out on some connections and emotional payoffs.

Most fans will probably recommend you read all of the books in publication order (a quick Google search should support that). You can read only the three main series without major problems, but you'll miss out a little.

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Yes, the books are related, although some more than others.

Those series that you've described all happen in exactly this chronological order in the same world, although often in different places and with different main characters: The "Farseer", "Tawny Man" and "Fitz and Fool" follow the story of the royal bastard and court assassin Fitz Chivalry Farseer and the Fool in the country known as Six Duchies, while the "Liveship Traders" and "Rain Wild Chronicles" take place in the Rain Wilds and focus on the story of the liveship "Paragon" (the former) and the quest to find the lost city of Kelsingra (the latter).

In the last trilogy characters from all stories meet together, although Fitz remains the main character and the narrator - the main characters from the "Rain Wild" series are set as a second plan characters.

Regarding the question

For what I have understood, Farseer, Tawny Man and Fitz and the Fool are directly related and one is the directly subsequent than the previous.

This is partially true - there is about 15 years gap between those stories, but indeed they are indeed continuation of each other.

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I had read Liveship Traders first, then the Rain Wilds. I then read all the Farseers. In the end, I did ok. I would never recommend reading the last trilogy before reading Liveship and Rain Wilds. You will regret it in the end. Other than that, you can read those two series anywhere in the middle or before and it will all come together later.

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