I'd recommend starting with the later Persona games since those are a bit more beginner friendly, 3 and 4 are usually recommended to beginners, haven't played 5 yet. Digital Devil Saga is pretty beginner friendly too but not nearly as popular as the Persona games although it's a good alternative if you're looking for a different setting.
If the social stuff and modern setting isn't your thing and you're more interested in the gameplay aspect then Nocturne is probably a good starting point but keep in mind that it's one of the more difficult games in the series.
There's no real reason to play the games in order since they are only loosely connected, at best, story wise and the only localized versions of the first SMT games are for the iOS as far as I know. If you want to play the older games in the series then Persona and Persona 2 for the PSP are probably your best bet.>>19369
From what I know the two companies made a deal, they get to put Dante in the game and in exchange one of their artists designed the devil trigger forms for Dante and Vergil in DMC3. Very stylish!