Whoa, big posta.
>Which one should I play first?The only "pressing" reason to play the newest game is if you are interested in the online trading and multiplayer. But people will generally suggest a newer game because the battle system and user interface usually gets better with each game. The rest mostly comes down to little details that you won't really think to care about until you've played and really enjoyed multiple Pokemon games. A quick and dirty choice I'd agree with
>>49937351 and say FireRed or LeafGreen.
>Is the story the same?They mostly follow the "defeat 8 bosses and the evil gang so you can defeat the big 5 bosses" design going all the way back to Red and Blue, so... yeah. Gold/Silver Crystal and Black/White 2 are chronological sequels and make use of that at times. Black/White and Sun/Moon attempt a bit more character drama near the end.
Structurally, RBY, GSC, and to a lesser extent Diamond and Pearl let you explore the map and beat certain bosses out of order, which I quite like because it lets you control when you fight those bosses and when you can catch certain Pokemon. From Black and White on the games follow a more linear path and start to have more frequent dialogue and attempted emphasis on reoccurring characters, which stands out because the earlier prior games are SO light on those things that people like to joke they don't have stories at all.
>Which game has all the Pokemon?This has become a funny question as of Sword and Shield, and you might say there are two answers.
The "7th Generation" games and final 3DS games, (Ultra) Sun and Moon, are the last games that let you obtain and use every Pokemon ever made up to that point. This was the series norm for the first 7 sets of games, barring some very specific versions of a few Pokemon. Sword and Shield on Switch cut out a swath of a Pokemon, that literally cannot be imported into the game, while adding a new batch of its own. We expect this will be the norm going forward.