I've played the first one (2 years later and I'm still in the process of playing it - I lost my save game so I had to replay). I bought the new one because everyone was raving about it but I feel I need to beat the first one before I play it. A friend already ruined part of the plot for me in the new one (about how it interconnects).
I just got all three and plan on beating them from 1 - 3 here soon, when I get caught up on school work. I have played some of the first one and the third one just to test out gameplay and they are very good games in my opinion.