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I heard PS4 described as a "love letter to the fans of the series" and the game definitely has a lot of references and explains a lot of plot stuff that ties in to the earlier games, so I suspect it's better if you've played the earlier games, but it does make sense on it's own, too, you just won't know some of the references.
There is 1000 years difference in plot between each of main PS game, so playing previous games isn't required. But yes, PS4 is love letter for fan and story closure, so references are everywhere.
Let's see, order I would say is:
PS1 - Too charming. The beggining is blah, where you are too weak to explore yet and have to grind few levels. After that, it's an adventure.
PS: Gaiden (for Game Gear) - Japan only, got fan-translated. Actually was released after PS3, but seems to be most related to PS1. Kinda random lite spinoff. Skippable. Probably not even canon. Has zero bearing on main line.
PS2 - Pretty nice story premise for it's time, ableit grindy as hell and mazes got crazy. Being able to make your own party out of few heroes is nice. Not sure if you will survive this one unless you like old-school grindy jRPGs to begin with.
PS2 Text Adventure games - were Japan only, got fan-translated. Pretty short, fancy, sorta pre-stories for each hero in PS2. I liked to play corresponding character's text adventure once I met them in PS2.
PS Adventure (for Game Gear) - it's like a single PS2 Text Adventure, but with a bit more budget but same lenght. Just random hero. Set around PS2 era as well. Has zero bearing on main line.
PS3 - doesn't take place in Algo System, but plot is still related to main line. Albeit the only thing you will need to know is main premise. Kinda way too slow. Has multiple paths/endings, but it's generally not worth it, not enough differences.
PS4 - Yep, love letter. And awesome. And totally worth it. Delivery of in-game stories in previous games was fairly spartan by today's standard, but in PS4 they finally get a much more frequent individial dialogs, you can inspect random things, more individual drama for each hero. They even got comic-like cutscenes. A LOT! Dungeon and grind was streamlined.
There is also remakes of PS1 and PS2 for PlayStation 2, called Phantasy Star Generation. Japan only, but got fan-translated by now, I think. I heard that those have nifty options such as easy mode and double walk speed, so can try those instead if you find that grind is too much for you to handle.
Then again, I think that somebody on Steam Workshop already made a mod for PS2 that rebalances to be like easy mode from that remake, I think?
Or maybe it was from some of the collection. I haven't tried those or remakes, so can't help.
None the less, after PS4, the Phantasy Star Online came and gameplay-wise it changed to MMORPG-Action and such. And plot-wise it's Phantasy Star were unrelated to previous jRPG games ever since. I think? Haven't beat those either.
Just don't forget to check the manuals on segaretro site, these games don't explain who can equip what unless you try to buy the item and what this "shu" magic means and such.
But the story of PSII doesn't tell very much about PSI except in the first cinematic
But i also wished to have Phantasy Star Zero 2 on 3DS as well