Yakuza games

Hey everybody,
looking to get into the Yakuza games, as a friend suggested them to me and I've been interested in them for quite some time already. Are the stories connected with each other, like do I have to play the first one to understand the plot of the second?
Considering the above question, what's a good title to start with?

I only played 4 (I believe), since it was on my brother's list of PS Plus free games. I thoroughly enjoyed it, and did not ever think that the plot was confusing or I was missing out on anything, really. They do a pretty good job at explaining what you need to know for each character, including some backstory flashbacks (I believe you even get to control your character in them). I can hardly wait to play more of the series, it's awesome. More games should be like that. Hope I helped, and that you find your first Yakuza game enjoyable. I've heard that Yakuza 0 is pretty awesome, but again pick any you want because I don't think it matters.

All of the stories are connected to each other. Start from Yakuza 0 and go up from there brotha.