DekuNut
I play my drum for you
You should definitley play Mario RPG. It's solid, and it really feels like both the RPG series that came out afterwards merged into one.
Personally, I don't think they're in the same world, but they're definitely connected through the multiverse, as established by Smash Bros. Link's Awakening can be explained away because that's a dreamworld, a very similar explanation as can be used for everything in Kirby's Great Cave Offensive (since all Kirby games take place in Dreamland). Notably, Kirby is the other major game that is represented in Link's Awakening, with the "Anti-Kirby" miniboss. Probably some relationship there.
There's also the connection of Wart/Mamu, who was in Link's Awakening and Doki Doki Mario Club, both of which are established to take palce in Dream Worlds. There's probably some connection there that can be made, but the difference in physics, world design, cosmology and just series logic make me think that they don't take place in the same universe.
Personally, I don't think they're in the same world, but they're definitely connected through the multiverse, as established by Smash Bros. Link's Awakening can be explained away because that's a dreamworld, a very similar explanation as can be used for everything in Kirby's Great Cave Offensive (since all Kirby games take place in Dreamland). Notably, Kirby is the other major game that is represented in Link's Awakening, with the "Anti-Kirby" miniboss. Probably some relationship there.
There's also the connection of Wart/Mamu, who was in Link's Awakening and Doki Doki Mario Club, both of which are established to take palce in Dream Worlds. There's probably some connection there that can be made, but the difference in physics, world design, cosmology and just series logic make me think that they don't take place in the same universe.