Yes! So far what I've played from the series is Revelations: Persona (actually my first game) Persona 2: Eternal Punishment, Persona 3 (EVERY VERSION) Persona 4, and Persona 5.

I have Persona 1 and Persona 2: Innocent Sin on the PSP, but I haven't been able to play them just yet.

My favorite characters would have to be Mitsuru Kirijo and Akihiko Sanada (sometimes paired together!) along with Koromaru and Makoto Niijima.