Suikoden is pretty fun, but you're missing out by starting from 3. Suikoden led the way with data carry-over and you unlocked the Suikoden 1 protag, and a few other stuff (like renaming references to the army from 1 to what you actually used and a few other gameplay things besides just the protag being available) from 1 to 2. Then 2 to 3 also had carry-over stuff. Then 4 to Suikoden Tactics. Nothing went from 3->4 or 4->5, but there was a lot of "here's something special for supporting the series" type stuff going on, even cross-generation. (2 was a PS1 game and 3 is PS2, as you know). But if you're playing physical there isn't much you can do about it.
All that to say, they're pretty fun JRPGs where you actually do feel like you're doing the stuff you do narratively; like raising an army, consolidating your forces, fighting a war, etc. Instead of what most game will do if they have that in the story where it's just... "you fight a boss, ok you won the battle in a cutscene". The series is pretty cool and a shame Konami just has no interest in making new video games anymore.
