I wondered the same thing and watched people play them a lot, even played the old PS2 version back then, but never good too far in them. Maybe it was my lack of English skills at the time or didn't realize how funny the game could be, while still also suddenly going back to serious themes. So if you like the idea of a game like that, full of minigames and weird stuff, then maybe start by Yakuza Kiwami. I don't know if it's the first game in the storyline but it's the remake of the first Yakuza game. Technically you could also start by playing Yakuza Like a Dragon, but that one is a bit different from the main games.