About GG Shinobi. I only had the first one when I was a kid, and I just tried Shinobi II the silent fury. I used a couple of continues but I managed to get to the final level. If you haven't played either but are interested in the series, start with the first one. The silent fury is like Mario Bros 2 the lost levels, more of the same but more difficult in bigger levels.
Unlike the first one, you have to play each level twice, once to free the ninja, and a second time when you have all your ninjas to get a crystal hidden somewhere in the level. It makes the levels bigger, more labyrinthine as you never know which way is the correct way and which is a dead-end for the crystal. Also, some of them can be obtained thanks to the powers of a single ninja, others require all four of them, so you never know if you're stuck because you lack a special ability or because you just can't figure it out. In contrast, the first one is more straightforward. You can guess relatively easily which ninja you need to successfully complete a level, and deduce the optimal order of the first four levels. Each level only need to be played once.
The final level in II seems much more straightforward, when the final level of the first game was a difficult labyrinth with several exits for each stages and difficult platforming to get there. I haven't finished this last level in the second game but it felt more action based than puzzle based and maybe easier?
But yeah, start with the first one. If you then liked it and wanted more, with more complex levels and gameplay then get to the second one.