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Hard question ! Two masterpieces for me, and my favorite games (with Danganronpa)... But they're different.

Persona 4 Golden is boring the first few hours. I played 3 hours one day, didn't touch it again in 6 months... But when I decided to play again, I played 60 hours in 5-6 days, it was impossible to turn off the Vita ! So it's a JRPG with 60 hours needed for a first run, a really good story and great characters. You should play it.

Virtue's Last Reward is a little more complicated. It's a visual novel mixed with escape games (you need to resolve puzzles to get out of a room), so a lot of text and not a lot of gameplay. It's also the sequel of the DS game "999" (you can play VLR even if you don't have 999, I did it). Great story (huge ending), and great characters too, and maybe 30 hours for the run. You should play it ;)

Which one should you play first ? I'm pretty sure you will enjoy Person 4 after the first few hours, so if you have enough time to put 60 hours in a game, I think you should play it first.
If you can, pick up a DS and play 999 before playing Virtue's Last Reward, it will be better. Anyway, I hope you will enjoy this game too (it's awesome), but visual novels are more "specials" than JRPG and not everyone like them...