No, not at all. Every game is independent of each other. You may not understand any references or cameo but nothing else. I started with 3, so with that I'm telling you all xD
Btw, it's not a stupid question at all, nobody knows everything. One would expect them to be connected but not, just like in the FF or Dragon Quest saga.
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In the case of Persona games, 4 is a great entry point. I would even say it's a better entry point than 5, since that one comes with a bunch of quality of life improvements. It probably won't be too jarring for people who're used to JRPGs of all shapes, sizes, and levels of player-unfriendliness, but I'd imagine it would make jumping into the older Persona games feel like a pretty major step back in terms of mechanics for people who aren't already deeply into the genre. But yeah, for sure give Persona 4 a spin. It's great!
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You never saw this post coming... Oh crap, wrong Persona game.
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So do I, even if Atlus just bring the non-Royal one.
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So many great memories of it... Such a fine, fine game and I'm super-stoked that it's on Steam! I'm definitely gonna buy it, but I'm going to wait for the summer sale. Not because I presume it will be discounted, but you usually get something extra per 10 euro you spend on the store if I recall correctly.
Anyway, thanks for the chance :D
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