Pretty easy, Shin Megami Tensei 1 for the SNES, same as the sequel, Shin Megami Tensei 2, then Shin Megami Tensei 3 Nocturne for the PS2 (There is a HD Remaster coming out next year however on PS4 and Switch), then Shin Megami Tensei 4 for the 3DS, and the pseudo-sequel Shin Megami Tensei 4 Apocalypse, also for the 3DS.
If you haven't played any, I personally suggest 3 or 4 starting out, but when it comes to these games, you don't necessarily need to know anything about them, all stories are self contained, although there are connections between each of them. 1 and 2 are older and harder to get into, even if I love them, so you should get a knack for the series through 3 or 4 first