The funny thing is, in the manga the cards are basically the Yu-Gi-Oh universes' equivalent to MTG, and that's all they were. Just cards. So figuring out the lore is like figuring out MTG from a different fictional lore
Eh, most cards don't have lore in Yugioh.
But there are small parts that do have an ongoing story which are contained within the card arts.
Off the top of my head, the big 3 are:
Duel Terminal, which is ****ing massive
World Legacy, which actually is really goddamn sad
And the story of Albaz and Ecclesia