You can. Most of the titles are stand alone stories anyway so all you would miss is a few vague references. You can fully enjoy most of them. Here are the ones that connect:
Persona => Persona 2: IS => Persona 2: Eternal Punishment - Playing IS isn't vital even though it's really good. All the important stuff is covered in EP.
Digital Devil Saga => DDS2
SMT => SMT2
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I'd rather have a life of "oh wells" than a life of "what ifs"
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