Yakuza 4 introduces 3 new protagonists and allows us to play with 4 separate characters for the first time with each character getting their own chapter where we are introduced to them, learn how to play as them and see their side of the story. It all comes together in the finale. Yakuza 4 is a legitimately fantastic game and because you have protagonists outside of the Yakuza, you get a much broader story and a much more different tone then you usually get. (Akiyama's chapter feels straight up Noir at times)
Yakuza 5 refines the multiple protagonist concept of 5 by also introducing new cities and comletely new jobs/side-missions for each character. It's a great game but story wise, it's INCREDIBLY long and incredibly padded and the story just kinda falls flat tbh. If you treat each individual chapter as it's own game, then you'll have a LOT more fun IMO.
Now my advice would be to wait for Kiwami, a remake of Yakuza 1, which is coming out this summer. Once you're done with that, you can see if you want to play Yakuza 2. Regardless of whether you do or don't, you can then play through the next 3 Yakuza games (IF YOU WANT)
Then move on to Yakuza 6 which is coming Early 2018. Alternatively, you can simply play Kiwami and then move onto Yakuza 6 once it drops. This is a completely viable option as I assure you, you won't be lost story wise. The games are mainly stand alone stories and even then, the game has a recap option to catch you up.