I have never played Mass Effect 1 or 2.
Do I need to play the first and second installments to understand the third?
Are there enough story recaps to fill in some of the back story?
Will I be lost?
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This depends largely on what you want out of the game.
There is a long story interwoven between the three installments, and you'll certainly miss the depth and some of the plot by not playing through all three and importing your character along the way. However the main plot arc is very linear throughout the series, and you won't be totally lost if you pick up ME3 completely ignorant.
However, Mass Effect 3 has some features that specifically tailor to new players. The game is well balanced and is completely playable if you haven't played ME1/2, but the biggest difference for certain users will be Action Mode.
Action Mode lets a player experience ME3 as a purely action and story based game, where there's no roleplaying or deciding; the game's story is set in stone, and you just watch. For players that just want to experience the action gameplay of Mass Effect without worrying about the story, Mass Effect 3 is probably the best game to play first.
Basically, if you really want the depth and roleplaying aspect, you'll be missing out if you start with Mass Effect 3, but it depends how much you care. If you want to play an action game, playing ME3 first is probably your best option.
Playing through the first two provides a great sense of accomplishment in carrying your 'story' through the entire series. Especially if some of the choices you prefer to have made might not be what the default options are in the game (most of them are paragon related).
However, each game is designed to be stand alone and you should not have issues picking them up separately.
Main story wise, if you pick up Mass Effect 3 you'll understand what is happening mainly through dialogue and such, so you're fine there. Now side story wise, You would have to go back and play the previous games because there is just so much stuff, like characters and certain events that take place, that you just have to experience yourself. So long story short, you won't be lost main story wise but side story wise you might a little confused on who's who.
As a new player to the series I've been able to jump in with both feet and enjoy the game.
Since the "I don't have a save file" character creation lets you artificially select some back story, I felt like I was getting an idea of who the main character was as if I'd played him through the first two games.
Additionally, while I've been a little confused on who the different races are and who the characters are, the game hasn't tried to shoehorn me into decisions that stem from earlier plot points (that I'm aware of :)
Personally, I got REALLY tired of driving around the Mako in Mass Effect 1. The grinding in that game was not only incredibly boring but also incredibly time consuming. I played about 2/3 of the game and then moved out of the country for a couple years. When I came back and saw that a sequel was coming I wanted to finish the story without having to replay the whole game.
The solution I used was watching a fan-made theatrical cut of the game on Youtube.com...
It's broken up in 23 parts and it's just the cut scenes, decisions and important parts of the action. It saved me at least 50 hours I'm guessing. Additionally, there are ME2 cut-ups too, but I have not seen any personally to be able to recommend them.
You won't be able to import a save this way, but at least you'll experience a greater depth of the story without have to spend 200 hours on 1 and 2.
I think Mass Effect 2 (ME) shows you how Sheperd saved the galaxy from collectors and the new cerberus organization.
In Mass Effect 3 the cerberus relationship continued in a rough manner, but we came close to the alliance (a human military organization) in game, just as we were in the first game as alliance military operative and we become a spectre in first and third game.
In my own words and analogy: It is going to feel like you wake up in the morning, do all your morning procedure and get ready for work. But you forgot to take breakfast (ME 1). Then it's your lunch time, and again, you forget to take lunch (ME 2). So you had no breakfast and no lunch. In the evening, with great hunger and thirst, you finally do the dinner to remove your hunger. Now look at dinner as it is ME 3, so this is totally incomplete that you can skip your meal of day time to time. so mass effect trilogy is same as meal which you should play equally all to achieve satisfaction and interest of getting out all three. In my opinion all three games of the series are good, much fun and let you explore ME galaxy through out games. So remember: only playing ME 3 would be like leaving two important meals (breakfast and lunch) which would let your hunger explode to know more. Whenever you get chance you should definitely play all three games of the sequel.
Having only played Mass Effect 1, I don't really feel like I missed out. Mass Effect 3 is obviously the third installment of this epic tale but there is enough summarizing and in-game journal entries and information to bring you into Mass Effect's world. That being said, there will certainly be some smaller details and potential "Ah ha!" moments that you might miss out on. It isn't like reading the last few pages of a good book or watching the last half-hour of a good movie. It is a complete game unto itself.
You will be able to play the 3rd with a general understanding of what's going on and find enjoyment in the game itself.
I'd argue that you would be robbing yourself of more enjoyment and would be missing the personal connection to the characters and fate of the story if you started on 3.
Regardless of what game you play first, I'd suggest playing 1 and 2 whenever you get the chance.