OVA's are normally an excuse to add fun useless filler to a story. This is not one of those cases. The first episode may seem like that, but the second and third are NOT.
The last 2 eps are fairly critical to understanding a specific characters backstory and existence. It is not to be looked over if you are invested in the story. They could/SHOULD have started the second season with those 2 eps.
::SPOILERS BELOW:: (nothing big is given away, just story bullet points)
>
>
>
>
>
The first episode is classic OVA - the hot spring episode. Its cute and fun, but we learn a little into the familial background of the White Dragon. So I would watch it. Other than that its pretty light.
The second and third eps. It beings fairly light and playful and dives into the history of the Yellow Dragon. In the series we get 2 full episodes with him in it. This OVA ep is crucial to understanding more about the original dragons, their relationship with each other and the king, the yellow dragon, and the beginnings of the current political system. They should have used this as the introduction to the second season it would have been brilliant.
