The first game gives you the foundational story of the series. While 2 and 3 offer flashbacks and little tidbits that help you understand everything, you won't get the full effect of the revelations and events that happen in 2 and 3 if you don't play 1.
Plain and simple: If you're going to invest time in playing 2 and 3, you might as well invest in playing 1 first. After all, it sets up the entire series. And, in many ways, it is the best of the three (I personally like Darren/Adrian more than Samuel, but the first one is so much darker and more disturbing). And that ending! Oh -- it's one you can't miss.
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"Reading/writing people, we are finished; we are ghosts witnessing the end of the literary era." -E.I. Lonoff
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