I haven't played any game of Phantasy Star series, but I heard many good thing about it... I'm not an MMO player, so I don't think I'll touch PSO/PSO2, but I have the first few games of this series in the Genesis Classics collection, I would like to try them one day.
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I would recommend you to do it as long as you have friends to play it with, it skips the boredom of being alone while farming etc. but they are quite fun😀
Do you mean PSO, or do the older PS games have multiplayer?
Sadly, I only play solo recently, I used to play with my brother, but our gaming time isn't the same for years now.