So having read Pumpkin's experiences with Persona 3, I found the 'social link' element to be quite interesting (I'm always a fan of rich character development and engaging story).

So I was wondering, which game should I start with? Pumpkin played Persona 3, and she seemed to enjoy it. But what about 1 and 2? Do I need to play 1 and 2 to 'get' 3, or is it one of those series where you can just jump in?