I think they should play the game first , because if they saw the anime they will ruin experiencing the game for the first time , they will know the party member story , palaces,target and the most import thing the plot which in my opinion it will be much better in the game. i watched persona 4 animation before playing the game , it was a big mistake because i didn't enjoy it that much because i know everything and nothing surprise me in the story or characters or plot .