I'm really loving the whole SMT series so far. I'm playing Persona3 first, and it is fantastic. I played a little of Echo Night, and I agree that it's hard. I don't think they do anywhere near a good enough job of explaining the gameplay mechanics.
TLJ ranks among my top two PC games ever. I love the characters, the story and the voice acting is great. It really is an epic. I was sad to see it end, especially with all those loose ends.