Also just here to recommend 
Persona series: I've only played 3 and 4, but heard 5 is good too, definitely loved the story and building Social Links.
Ys series: Memories of Celceta is pretty good. Pretty memorable world-building and the story's got a bit of a twist near the end.
Shin Megami Tensei V: From the same developer as the Persona series--story is somewhat more serious and gritty, also much more combat-focused.
Fire Emblem: Three Houses: More strategy-focused, story-wise they can branch out to multiple endings depending on the choices you make. Definitely recommend.
NieR: Haven't played it yet, but I have heard plenty of positive things about it from my friends, particularly about their impressive worldbuilding and lore.