Im new to the persona series.. SHould i start with the first one on PSP or
just get Persona 4 for vita without having played any previous ones?
If anything, play in the following order: 4 -> 3 -> 1 -> 2 (Innocent Sin -> Eternal Punishment)
4 is DEFINITELY the best to start with. I tried getting into the series by starting with the first, and I only played 10/20 minutes of it. It really doesn't grab your attention, whereas 4 does. Not that 4 is "better" than the others, they're all equally good IMO (well, other than the first, which is a tad awful, but kinda necessary to the plot of 2) just the others really aren't welcoming. Which they should be, really.