I think it's easier to just say the series
Pokémon Mystery Dungeon series has to be my favorite. All of them have some of the best stories told in the Pokemon games, amazing characters, emotionally thrashing endings, and just so much to love. Even Gates to Infinity, my least favorite, is still one a great game with an ending that actually got a tear out of me.
Shin Megami Tensei series, I have yet to find a game in this series that I didn't fall in love with. The dark settings, the bleak stories, and the art style of each game just make it hard to put them down.
Persona series, Everything great the SMT games, put a school sim, plus more humor, and also Persona 5 introduced the best waifu, Tae Takemi.
I love her so much <3
Yakuza series, I was introduced to these games by my ex and her and I still love to share our stories about these games. I've never found a game series with such an over the top, dramatic, and often the super serious story, but with a world that almost seems to mock the story. Like one minute you are fighting for your friend's honor and see a man cut off his own pinky and it's serious as fuck, the next you are fighting a crazy man with an eyepatch who calls you, "
Kiryu-chan~" and is dressed like a police offer because he's insane. The games are fucking so over the top and just so Japanese, just play them.