Are all the games important for the main story. The only one I've played before is Chains of Memories on the GBA.
If you want to understand the story properly you'll want to play all games in the series for sure. The "convoluted story" meme probably came from the fact that there were like 11 games that had major plot threads in the full story but most of them weren't being played - likely because people were treating them as filler spin-offs, or were locked out of playing them due to the fact the series games branched to four separate portable consoles.