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Therefore, you don't have to play previous games to understand timelines.
Basically in the 1920s a Devil Summoner from the future traveled back in time to stop God from destroying the world in his cycle of destruction/rebirth, known as Conception. (PS2. SMT: Devil Summoner: Raidou Kuzunoha vs The Soulless Army and SMT: Devil Summoner: Raidou Kuzunoha vs King Abbadon)
In one timeline he succeeded, leading to a world without new conceptions, creating the 'IF-Verse', which holds SMT:IF and the Persona series.
In another timeline he failed, God continues to destroy and remake the world, leading to SMT3: Nocturne.
In Nocturne, the main character, Demi Fiend, has multiple ending choices, some of which allow him to shape the new Conception, but we only care about one: True Demon Ending.
In the True Demon Ending, the Demi-Fiend challenges and defeats Lucifer after completing the Labyrinth of Amala, and takes up the charge to lead Lucifer's army to attack and dethrone god. He succeeds. This leads to a power vacuum where multiple entities strive to take the throne of God and guide Conception, leading to SMT5 (Lucifer proudly declaring to Bethel that "The God you worship is dead.") and Digital Devil Saga (Brahman takes up the throne of God and creates a new conception)
And the only reason you need to know any of this:
There's a guy you'll see running around in a weird cape and hat that looks like a 1920s Japanese Police Officer. His name is Shohei Yakumo. His style of dress is very similar to Raidou Kuzunoha, and he may or may not be from an offshoot of the Kuzunoha Family (There are multiple offshoots of the Kuzunoha family, but only one person each generation takes up the name Raidou Kuzunoha)
And finally, there's a Post-Superboss Uberboss fight in this game against the main man himself. The single strongest foe in the game. Demi-Fiend. And he will ♥♥♥♥ you up.
I feel like he was probably talking about Shin Megami Tensei 3 and 4.
There have been some canon endings, I know 1 and 2 had canon endings back in the Nintendo/Super Nintendo days. I think Nocturne blew up all of that though and put it into a choose your own adventure firmly from that point on since there is no way to connect from 3 to 4. It is possible though that they made the conscious choice to treat Nocturne as its own thing and skip it to continue from 2. Since you know, in Nocturne
you can choose to unmake all of reality take up the banner as the one true successor of the Morningstar and lead all demons to make war on the gates of heaven. Might be hard to continue from that one, and that was the only ending that made sense to me from that game.
Do not forget the Demi-Fiend shows up in DDS as well as an Uberboss. The problem in DDS though was the corruption of the sun and its's Data and we will never REALLY know what that last conversation was and how it went down. I think it is far safer to approach DDS as its own stand alone thing just like the Devil Survivor series rather than anything related to the main storyline.