What about story wise, are they sequels to each other, I guess that's a big question I have. Like watching return of the Jedi before watching the original movie, I don't want to do that
A couple of the games are sequels, while some are stand alone. It kind of goes like this:
Archanea saga: Shadow Dragon (Famicom*/DS) -> Shadows of Valentia (Famicom*/3DS) -> Mystery of the Emblem (Super Famicom*/DS*) -> Awakening (3DS) -> Fates (3DS)
Jugdral saga: Genealogy of the Holy War (Super Famicom*) -> Thracia 776 (Super Famicom*)
Elibe saga: Binding Blade (GBA*) <-> Blazing Blade (GBA) (Now, Binding Blade is the 6th game released, while Blazing Blade was the 7th. Blazing is technically a prequel, so it's like the Star Wars films with their prequels. Pick which way you want to go)
Magvel saga: Sacred Stones (GBA) This is really the only truly stand alone game
Tellius saga: Path of Radiance (GameCube) -> Radiant Dawn (Wii) These are the one's with Ike, so you may no a little about him.
The games with asterisks are games released inly in Japan, so you would have to use an emulator if you want to play those.
Like I said, Awakening is probably the best starting place. It may be a sequel to others, but the references to past games are not that overt, and you don't have to know them to play the game. Fates, though, as a couple spoiler characters that connect to Awakening, so Fates must come after Awakening,