Fire Emblem: The Sacred Stones (FE8) - The best of the GBA fire emblem games, intsys like has 'perfected' the gba formula at this point. Has a path split in the game with one path meant to be easier and story driven, the other harder. This is where Eirika and Ephraim are from.
Pros:
--A classic, will give you a feel for the fire emblem formula
--Pretty good entry point into the series, not as crunchy as later games but is good on its own
-Can be tough at times due to the weird RNG that GBA games had at times, as well as lacking the ease of minmaxing accessibility later games have
--Can be emulated, but is also really cheap in the nintendo shop
Cons:
--Not as crunchy as later games
--Mechanics tend to change from generation to generation, so this one might teach you some weird habits

Fire Emblem: Path of Radiance (FE9) - My personal favorite game in the entire franchise, I feel this game does ‘Fire Emblem’ right. It has a great story, it plays really well, and I just feel super emotionally invested in it. This is where the famed Ike is from.
Pros:
--Being very popular, it helps to know this game
--The first Fire Emblem to introduce ‘skills’, the skill system isnt as crunchy as later games but is still a good place to start
--Mid to Late game has a ton of really cool maps
--Can be emulated with Dolphin (Gamecube), or might be on the nintendo wii store??
Cons:
--Lots of people argue this game can be too easy at times, im inclined to agree (if you know how to class and level characters right, single characters can roflstomp entire maps). I think you can play hard mode from the get go, but lunatic was remove from english releases

Fire Emblem: Awakening (FE13) and Fire Emblem: Fates (FE14)
These two were hard to separate because they’re really close together. They’re similar in a lot of ways. I have strong feelings about these games (good and bad). I don’t like recommending these as anyone’s first fire emblem but they will most likely be the most mechanically similar to Shadows of Valentia. (Though SoV promo material has stated that some features will be removed, such as pair up, and that in general it's trying out new things).
Things both these games are similar on:
Pros:
--Extremely crunchy skill system. Units can learn up to 5-6 skills, and there’s skill inheritance involving parents passing skills onto their kids. Tons of minmaxing to be had.
--Both games really change up the combat system compared to previous iterations. ‘Pair Up’ mechanic added allows units to pair up, and the supporting unit adds stat bonuses to the unit being supported.
Cons:
--The marriage mechanic really takes away from support conversations. Every male has to be able to support with every female for the possibility of marriage, so character interactions end up being less about friendship and more about fucking. Same gender convos are reduced too, which sucks cause sometimes you think two characters would get along really well but they don’t get support convos because the opposite gender supports are hogging all the space
--If you minmax too good the late game levels become hilariously easy.
--Since the games are still relatively new, I’m pretty sure they’re full price. Fates especially takes this bad because to play the entire story you have to spend a minimum of $60 to buy the game + the true end dlc. It’s $80 total if you want to play all the routes (Birthright, Conquest, and Revelations).

Awakening Pros:
--It’s only one game, not three, like fates.
--Because it’s only one game, it’s shorter. The inheritance system is also less complex than in Fates. This could be a con, depending on what angle you look at it from.
--Any character can be reclassed into any class, this makes minmaxing skills hilarious.
--Lucina is in it
Awakening Cons:
--Story is one of the most forgettable, IMO. I liked a lot of characters but didn’t really feel invested in the story at all.
--Because of unlimited reclassing, your decisions with character advancement feel way less impactful. This could be a pro to some people, but it just felt way too easy to juice up a character into a war machine.

Fates Pros:
--Conquest Route is Hardmode, if you like challenge. Ive had friends tell me that even playing it on Easy mode is rough.
--Birthright Route is a little more causal, if you like grind and minmax
--The character reclassing system is vastly slimmed down and chopped up, meaning you have to think a little harder about reclassing characters for skill inheritance. Unlike Awakening, not every character can be every class, and their class options are affected by who you decide to befriend and marry off to each other
--Item durability is removed for the first time in the series. This means you have to worry way less about inventory management. I thought I’d hate it, but I fucking love it
--The cast is extremely lovable
--Takumi is in it
Fates Cons:
--Three separate games, $80 total.
--Support relationship writing gets extremely weird. Corrin can marry people theyre supposed to be related to. It’s kind of messed up.