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Summary: Disgaea 4 or 5 for the gameplay. Disgaea 1 for story, price and simplicity.
Story wise, Disgaea 1 is the best.
If you only have time for one game tho, I suggest managing to find and play Disgaea D2. It combines refined gameplay seen in later games, with the returning cast of the first one.
That say, this one stayed as a PS3 exclusive so far, so you may have to, erm, "jump through some hoops" to play it if you don't have the hardware or a copy available somewhere.
Feel like it's worthy to note that when this person says recurring characters, they just mean they show up in DLC and have no real part in the story other than than a few short non-canon DLC levels which you play to unlock them. Knowing Disgaea 1's characters (or any others) is absolutely not needed to understand the story of any disgaea game.
While I agree playing previous games aren't necessary to understand the stories, it's always nice to have the references... and no, recurring characters aren't (or at least, *weren't*) always DLC.
Etna is one of the MC of Disgaea 2 and the rest of the gang shows up in post-game.
Flonne is part of the story of Disgaea 4.
And obviously, Disgaea D2, being a direct sequel, also benefit from knowing the characters and events of Disgaea 1.
And that's not counting the large amount of cameos from everyone.
... but, yeah. F*ck DLCs, seeing old characters returning in post game was way more fun than paying for them to appear from nowhere.
My favorite remains Valvatorez though! Sardines!!!! Maybe because that was the first entry I have ever played.
Forgot Etna and Flonne there, whoops.
Mandatory? nah. pick up any of the games and start playing. All you are missing are some inside-jokes or easter-eggs/reference to the previous games. Nothing major. You can always infer what the character are talking about even if you have no idea what happened in the other games. Most of the time, extra character from other games are dumbed down to a "spoiler free basic rendition of their personality or role". They never influence the story... except for Etna and Flonne. But you pretty much get what you see from them and they are very vocals about how or why.
Imagine picking up CoD MW2... you don't need to have played the first one... same for Rainbow six, need for speed, Etrian Odyssey etc. don't get intimidated by the "7", it just means it's the 7th mainline core game... like ff7... you're not missing anything important to the game you're about to play if you didn't play ff1, 2, 3, 4, 5, 6, 8, 9, 10.... etc. It's the same here.
I'd still recommend pretty much any disgaea game if you can get your hands on it. If you want a fun challenge, the 5 is absolutely fantastic for beginner. Disgaea D2 and Disgaea 2 are perfect to grasp the humor and silly shenanigan you might encounter playing any Makai Senki game. Disgaea 3 is widely loved in the west, not so much in the east (cultural I guess). Disgaea 1 might feel clunky but it is a SOLID pick for the lore and story. Especially to get to know Etna more deeply. Any other are also fine. those are just my personal pick/thoughts.
quick edit: just don't play 6. avoid it.