You're introduced to them, in a "hello, this is such-and-such" type manner. You don't get to really KNOW them. Then you're in a dungeon for an hour and a half and you die five times and you just give up and forget about it because you have no connection to the characters or world, and don't care enough to finish.
Maybe that's just me, but both Nocturne and SMT IV got that reaction out of me. I didn't actually KNOW the characters, and I didn't have any reason to care about getting them to the end of the dungeon. I didn't learn enough about the world to care about saving it. It wasn't worth the trouble. Too much action early on, without setting up what it needed to make me want to finish, and the stupid difficulty just made it all worse.
The slow start of the Persona games actually helped. You're introduced to all the characters in a way that lets you see their personality, actually start to care about them as characters, and engage with the world before being forced to fight for your life. What's more, since the games are based in our world, you already have a reason to care about it. Unlike SMT IV, which is set in some strange pseudo medieval world, from what I could tell, that I didn't care about at all. Or Nocturne, in which our world is destroyed in the first fifteen seconds, so you're thrust into a blasted hellscape that gives you nothing to care about or fight for.
It doesn't need plot and story if it gives you a reason to care about its characters and fight for them. Though at this point, it just sounds like I should avoid playing Suikoden.On the other hand, a game like Suikoden V does start you in the middle of a mission but the actual plot and story doesn't really kick off until 10 to 15 hours later after fully immersing yourself in the whole political dynamics of Falena.