Persona 1 and
2 are very different games from those that followed. I won't tell you not to play them, but I will say that they were not for me. There is also no connecting story arc to worry about.
There's a reason the series exploded in popularity with
Persona 3. Unfortunately, the PSP version had to make some important compromises to fit on a handheld system. The biggest, which has you maneuvering around town with a mouse cursor rather than moving your character through 3D environments, really pulls you out of the game and makes it much harder to connect with your character. It isn't bad...just less good.
I would highly recommend
Persona 3: FES which was the definitive PS2 version, or
Persona 4 for the PS2 or Vita.
-Autistic Angel