The mainline SMT games all take place in post-apocalyptic Japan
Almost all, except for the oddball that is Strange Journey, taking place in post-apocalyptic Antarctica, instead. It has a lot of elements that differ from other Mainline entries, but Atlus treated it as such and acknowledged it with the recent Mainline 25th anniversary celebrations. I really enjoyed it and think it’s worth a playthrough, but it may not be the best starting point. I also don’t know how the remake holds up, I’ve read complaints about changes online, but SMT fans can be a bit touchy about their favorite games.
SMT 4 is… odd. It starts out looking like a much more generic fantasy setting, but it most assuredly is not. It’s good, but it also very clearly is straining against the limits of the system it’s on. SMT 4 Apocalypse is also extremely good, and I would suggest playing SMT 4 just to play SMT 4 Apocalypse. I won’t say too much about SMT 5 except to note that it’s also good and I recommend it strongly.
I’ll disagree on this one and just add that not everyone who enjoyed 4 found Apocalypse to be that good. From what I saw, people that really just love the battle system and doing things like building out the perfect team for tackling boss rushes and insanely challenging super bosses really enjoyed it. If you go in expecting more of SMT IV’s world and story, you may well be disappointed by it. I found the characters to be unlikeable, personally, and it seemed like an unnecessary rehashing of the story. I also recall some unavoidable boss rushes in the main story that made certain areas really grindy and killed my enjoyment for a good while.
Otherwise, I would say a pretty decent write up here.