You should think about playing some earlier Gears Of War games before you start on 5. If that isn't at all something you'd consider doing, go with Gears 5. It'll likely be a quicker play through, and you can get to The Outer Worlds relatively soon. If you do go with The Outer Worlds, check out this thread, which has some useful tips for fast-travel.
The last 6 posts specifically should shed some light on how to more effectively fast-travel. Haven't played it myself.
- "If you have the heart of a true winner, you can always get more pissed off than some other asshole."