The problem with playing xenosaga first is that it is just not a very complete story all on its own. On the other hand xenogears is probably the deepest and most complete game in video game history.

If you play xenosaga first you might at the end kind of wonder what the purpose of that whole thing was for and that you kind of wasted your time playing it. And not really want to continue on with any of the other xenosaga games.

It is only after playing xenogears that you realize that all xenosaga is doing is putting one larger storyline together piece by piece.