Nocturne was my first "proper" SMT game. I had only played the Persona titles and some of the Persona spinoffs previously
A friend recommended the older titles a while ago and they're pretty great so far, don't know why it took me so long to try them - especially since I'm a massive fan of blobbers (Wizardry 8 being one of my favorite games ever).
Right now - I'm not sure how I feel about SMT If. It had a pretty strong start, but this third dungeon is terribly designed and dragging me down.
Here's the list of other Megami Tensei games I have as "musts" so far based on friends and what I looked at for myself:
- SMT2
- SMT4
- Devil Summoner 1 + 2
- Digital Devil Saga 1 + 2
- Strange Journey Redux
- Digital Devil Story Megami Tensei 1 + 2 (via Kyuuyaku Megami Tensei)