So can you reccomend a game where you play multiple charcters that all have a connected story or is one that is set during a similar time frame with different characters.
Suikoden 3 is solid and I suppose the best at this for all intents and purposes. Resident Evil 6 might not have the best story but the way the stories intersect is really interesting. Xenosaga 1 starts off as several disparate story arcs converging and the story is utterly fantastic.
There should be a concept page for this. I don't personally know of any games that use it throughout, but the middle chapter of Final Fantasy 6 has your party split and you get to choose the order in which you play through their stories before they meet up again. Mother 3 also uses the concept in the first 5 hours or so to introduce you to all the characters.
I highly recommend Ghost Trick: Phantom Detective. It has a lot of interesting characters that you, as the player, visit multiple times as you bounce across this city throughout one particular night. You just play as this one guy (the titular phantom detective), but the cast of characters you keep visiting turn out to be connected in some interesting ways. The game originally came out on DS, but is now available on iOS where it is probably much cheaper than finding the DS version.
Indigo Prophecy (a.k.a. "Fahrenheit" for you un-Americans). The ending is fucking crazy after they had to suddenly cram their planned trilogy into one game, but it's still pretty good.
Even if that had been a trilogy, everything after the abandoned carnival is so just so silly and preposterous that I lost respect for the game. Maybe they would've taken more time with those plot points, but I still don't think they're very good plot points. That game needed less "save the world" bullshit. Also, c'mon, that black character served literally no purpose and was just a poor parody of Shaft.
Might and Magic Heroes 6 does this heavily.
Starts off with your father's murder, all the children get shipped off/move on/played a part/try to fix things. Each of the races campaigns focus on one of the kids attempts to figure out what happened, and do their own thing, lot's of missions have them reunite, so you get to see things from many different perspectives, including betrayals/differing motivations/reasons for pivotal events.
Warning though. It's something like 60+ hours long, and features a choice/consequence system. Depending on how you play the heroes, they'll go down two paths, Tears or Blood. If you want the true ending, you need to have some heroes be Tears, and some Blood, as the last two missions are a Tears mission, and a Blood mission, where you can only bring in the races/heroes you had of those kinds. So if you go super goody two shoes/super evil and have nothing but Blood/Tear heroes, you actually can't beat the game.
Oh, and it's a PC only oldschool RTS series, so that might also hamper your ability to play it.
Edit: Also, pretty much the entirety of The Legacy of Kain series (outside of the 2nd blood omen entries) deals with time travel, and Raziel experiencing events from a different perspective than Kain did during that time period. Hell, Defiance has both of them going to the same timeframes at different points within their own perspective.