Most games you can jump in when you want and it doesn't matter. But there are a few where playing a series out of order makes for a more confusing or less satisfying experience.
These games usually pick up the narrative where the previous games left off. There is also sometimes an overlap in terms of mechanics but this is usually less important. Also after playing these newer games, going back to the previous game would be a diminished experience, and in some cases would suffer from spoilers.
This list includes 17 games from the last 17 years, with 581 likes. They come from a range of different genres and play-styles and are all good games if you want to play a story, but play the previous games first.