DrIstvaan: Be aware, though, that Patrician 1 is especially hard to get into (I could say almost impossible without former experiences), as there's not even a manual included.
El_Caz: Ouch. In your experience and judging from the titles of the genre I've just picked up, with which one should I start off? I don't want to get frustrated with the first and doom the rest from ever getting played. I just thought chronologically, the oldest would be the simplest or easiest to start with.
Of these games, I recommend you to start with Port Royale. It's much more user-friendly than the Patrician games, so it's very good to get someone into the genre.
When you feel you're successful with that, give Patrician 2 a shot. You can then decide if you prefer either setting better than the other, or play them simultaneously.
To be honest, I myself, being the economic management buff that I am, handle Patrician 1 as a fruitcake, and don't spend that much time with it. If it had proper documentation, I'd take it more seriously. Also, it's not played anything like the later games.