It doesn't tell you anything about the game, and it's just kind of dull sounding.  "Persona" or "Devil Survivor" both roll off the tongue and at least are specific to their games; schoolkids summon their inner Personas to help them, and DS is about kids surviving a demon infestation.  Strange Journey is an accurate name, but it can apply to pretty much any video game out there, so ultimately it tells you nothing. 
 
Though, what would a better name be?

Well, it is a very strange journey.  Going to Antarctica, you expect to see penguins.  A demon-infested dimensional vortex consuming everything in its path is kinda, well, strange.

Strange for a regular journey, but this is all pretty ordinary for Shin Megami Tensei... cause seriously, the world almost ended in the last game