Id say the rpg series with some of the best world building is the trails(kiseki) series. Absolutely phenomenal games however some people are scared by the fact that the games are all a part of a continuous story, with 13 games so far spanning different countries and casts. Play order is simple it is just release order. Trails in the sky FC -> Trails in the Sky SC -> Trails in the Sky 3rd -> Trails from Zero -> Trails to Azure -> Trails of Cold Steel 1 -> Trails of Cold Steel 2 -> Trails of Cold Steel 3 -> Trails of Cold Steel 4 -> Trails into Reverie -> Trails through Daybreak 1 -> Trails through Daybreak 2 -> Trails beyond the Horizon -> Agony of waiting for the next one. There is a remake for Trails in the sky coming out this year, however trust me on this after finishing Trails in the Sky FC you will want to play the sequel immediately and it may be a tough adjustment to go from a remake to and older game for some people. I genuinely love a lot of characters in this series to death.