cireza
I know you love Phantasy Star. Do you think I should play them all? Or is it fine to jump straight into IV?
I heard IV has many references to the older titles, which makes me think a lot of stuff will fly over my head if I don't play them.
I always recommend to skip III and play it last.
It depends on your own experience with early RPGs. If you have already played, and know that you enjoy, early RPGs that were about grinding, planing your journeys, choosing which equipment to buy, stacking healing items, drawing the layout of the dungeon on a paper, retreating to town before doing this cycle again... then for sure, Phantasy Star I and then II will be an excellent experience for you.
Otherwise, if you discovered RPGs later, with games from the 90s, like Final Fantasy IV+, Chrono Trigger, Secret of Mana, Shining Force etc... I think that you will not easily enjoy the primitive pleasures of Phantasy Star I and II. In which case, Phantasy Star IV should be your first game. It will prove to be very challenging, but it is more linear, more narrative driven, and has a lot of the quality of life improvements expected for 1993. And if you enjoy IV, then I would direct you to II, which shares a lot of elements, and then with 1, which is quite different from II and IV, but also a fantastic game.
Where to play these games ?
Phantasy Star I : SEGA AGES on the Switch eShop (it draws the maps for you)
Phantasy Star II : with the modernization hack from romhacking, and in whatever emulator you like + maps next to you
Phantasy Star IV : Nintendo Switch Online (you can use rewind if something goes bad too, it can help, but don't abuse it either...) or whatever compilation has the game