SD history is pretty deep. There was actually a point where mainline Gundam was dying off and SD Gundam was outselling it, meaning a lot got done with it.
Essentially there are 3 key settings for SD Gundam.
Musha- Samurai themed Gundams in a techno feudal setting. Given focus in manga and model kits. These basically ran parallel to whatever main Gundam work was out at the time, turning its MS and themes into the story of the arc. These stories tend to follow bloodline rivalries and do build up some nice lore as they go. Case in point, in one arc the Gundams discover an ancient weapon which is a huge SD Gundam that transforms into a real type musha MS. They reverse engineer it and android Mushas become a component of later arcs, leading up to a plot where a villain reprogrammes them and sets them on the other Mushas.
Knight- Obviously themed on European knights/RPGs. Primarily told through Carddass trading cards. Opposed to Mushas humans exist in this world to, many being straight expies of existing Gundam humans (Knight Amuro, Princess Frau, etc) One of the recurring heroes of this series is Knight Gundam, who was actually a selfish Musha who was punished by the gods by being split into his good side (Knight Gundam) and his evil side (Satan Gundam). Combined they form Superior Dragon, a golden Gundam who is the guardian god of this realm (for the Musha, a similar role is filled by the Crystal Phoenix).
Command- Also known as G-ARMS. Whilst Musha is based on Asian culture and Knight European, this focuses on military sci-fi Gundams strongly influenced by 80s and 90s American action movies. The Gundams thus have a very more traditional anime robot military aesthetic, with various add ons and weapons. Eventually this series extended into space.
Musha Gundam reached a sort of conclusion at the end of the 20th century with the current series linking everything together and claiming every threat faced had all been the work of a dark god. This made way for Musha Maruden, a trilogy of stories which saw the Musha population spirited to 21st century Japan. This is a kind of Digimon like tale where the Mushas start off having secret battles before becoming an accepted part of human society. The same author did the next series which has SD Gundam Force in the title but really isn't connected to it. It's basically an AU of the first Musha series, where the heroes lose and their sons have to save the ruined world. Afterwards he got to go back to the Maruden setting for Musha Banchou, a series focused on newly built human and Musha schools in Japan. The idea of this is the Gundams are little kids who power up into teenage forms to fight. It's pretty kooky. The authour behind all 5 of these also loved sneaking in references to likes of metal hero tokusatsu shows.
After that came SD Gundam Sangokuden, a multi year version of the Romance of the Three Kingdoms story from China. This did really well in Asia and actually got a revised TV adaptation which you should be able to find with a crappy dub on YouTube. Alas the show just kind of ends 2/3 through the story.
Things have been very quiet since but we're apparently getting another revised take on Sangokuden this year, dealing with the kingdoms instead being corporations and a virus that turns people into zombies...yeah.