Anyway, which game in the SMT series should I get my hands on first?
Nocturne, because it's the 3rd entry in the main series. All of 'em SMT games are good, but I agree with Mickey. You should start with a main entry.
Well I mean that's a fine choice too. I really doesn't matter. The only reason I'm hesitant to recommend Nocturne is because it can be Nintendo Hard at various points. But then again they all can. But Nocturne gave me the most trouble.
Trust me guys, Nintendo Hard is child's play to me. I grew up playing and finishing "Nintendo Hard" games, so difficulty isn't an issue.
How do the games go in chronological order? Is Nocturne considered part 3 of the DDS and where does Persona fit in all this?
They're all independent from each other. Think of them as separate franchises that have some themes in common.
Ok, now I understand. I might give Nocturne a try first, then I'll move to DDS, and finally Persona. Thanks for the info guys! =D
I should ad that within every sub-series you should play them in order if you can though it only really matters in DDS1&2 and Persona 2 IS and EP. You should also play P3 before P4, you'll be able to appreciate the connection between both games, since P4 takes place 2 years after P3, just in a different town and with different characters.
I almost forgot, there's another sub-series, devil summoner, where the second game is a direct sequel to the first.
Now that I think about it, the games in the mainline series are self-contained while the games in the spin-off series usually have some kind of connection between them.
So yeah, I suggest chronological order for all the spin-off series and whatever order you want for the mainline SMT games. There is no connection whatsoever between the different series.