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Mirson said:

Persona 3 & Persona 4 aren't story related to each other and the earlier ones, so you can play whichever one you want first. I recommend you wait for Persona 3 Portable - it's coming out this summer.

Devil Summoner 1 & 2 also aren't story related. Though I recommend you don't play Devil Summoner 1 - it kind of sucks.

SMT: Nocturne is part of the main series (the others like DS, Persona, etc, are spin-offs). This is my favorite SMT game. I would like to recommend this game as the place to start with SMT since it does a fine job introducing the demons and what SMT is all about, but be warned, it's a pretty difficult game.

Digital Devil Saga 1 & 2 are the only ones that are story related.

nocturne seams like the place to start as its introducing stuff and seams to be a fan favorite (and i dont mind a challange i do own demon's souls after all :D) then go on to persona games.

 

now you didnt express an oppinion on digital devil saga? or are the spin offs not worth it and i should stick with nocturne and persona?