I've just recently tried to dive into the first game on PSP and personally, while it's interesting enough I can say that I'm a much bigger fan of P3 and P4. They're what really got me into the series. The early games don't have the social sim elements that really make the series interesting for me. I find the Persona fusion system becomes much more cool when it's combined with developing Social Links.
My advice would be to not give up on the series if P2 isn't grabbing you. I'd recommend giving P3 Portable a try or something, that's the first one I played and I got into it right away.