Dont worry about Nocturne since its not part of the persona series, now like the other poster said just start with P1, then P2 Innocent Sin which was released for the first time in the west for the psp, or play the fan translation, then P2 eternal punishment which is basically the continuation of innocent sins story, take note that these ones are pretty much old school RPGs, with a totally different feel from P3 and P4, then play P3 where the games systems changes with the introduction of social links and go-to-school feel, and finally P4
On Topic: Are there any videos of Aegis gameplay yet?