Mass Effect allows you to import your character from the previous game. This means that decisions you make in Mass Effect 1 have impact on the rest of the series. If you can play all 3 on one system, do so. If you can't, try to get you hands on the interactive comic prequel add on. It summarizes the events of ME1 and 2 and allows you to step in and make most of the major choices that appear in ME 1 and 2. Offhand I'd say it covers 80% of the major choices, and there are only a couple of things that would have been different in my ME3 game otherwise.
I'm a sensitive person, and I like getting lost in a story. Maybe it's just me, but the Memorial Wall on the Normandy made me catch my breath the first time I saw it in ME3. These were people I'd saved, who saved me. Friends, colleagues, romantic relations. And here, staring me in the face, a stark reminder that choices I made meant they ended up dead. At the end of ME3, just before the final mission, you get the opportunity to say goodbye to all your teammates and friends. About halfway through this the first time I realized "Holy shit, I'm never going to see these people again." I'm not ashamed to say there were several places throughout the games that made me cry. And kudos to the score composers to adding to the game so effectively.
Sometimes life's choices really are all crap.
When Mass Effect 3 was released there was apparently an uproar by longtime fans over the ending. Bioware quickly released new content for the games that was meant to give a more proper ending to the series. Like I said, I'm not a hardcore gamer, so I don't buy games new. I wait until they are cheap, so I was able to play all 3 back to back, no waiting, so I guess I avoided some anticipation let down others may have felt. Depending on how you play the game, there can be 8 or 9 outcomes in the final act (I think... essentially 4 choices with varied details). Upon its release many complained that there wasn't enough control, that all the previous decisions they had made meant nothing. I read these criticisms, and when I got to the end I thought "Sometimes when life presents you with choices, they all suck. You have to pick the one you feel like you can live with." Throughout the game there are choices you have to make that determine whether major characters, even whole races, survive. It's a Kobayashi Maru, but unlike Kirk, you can't cheat. I didn't feel let down by the ending, and the extended cuts tie up enough loose ends. There is no Hollywood ending to this game, and frankly, if there had been, I would have felt cheated by that.
A little bit of everything
At one point in the game the pilot, Joker, makes a crack about not getting caught unless people start singing the Russian National Anthem. This is a little joke reference to the movie Hunt For Red October, but apparently some people either didn't get it or felt like being pedantic and bitched about how it wouldn't happen because there's no air in space. Lighten up people. And speaking of humor, ME has it's moments, especially if you get the ME2 Shadow Broker and ME3 Citadel add-ons. There were many laugh out loud moments and that just makes the immersion all the more complete. "What kind of weapons does this thing have!" "It's a TAXI. It has a fare meter!"
Once more around the sun
Movies, though iconic, are short. Simplified. ME borrows more from literature and thus is more expansive and deep. I found myself thinking Mass Effect had many a nod to great Sci Fi literature like Rendevous With Rama, Ender's Game, Ringworld, and others. Mass effect is so large in scope and so immersive, it's no wonder video games like this and others are so popular. A story with a Star Wars or Lord Of The Rings level scope, and you get to participate in it every step of the way. And because ME has such variety, you can play through several times with radically different results. Well worth every moment.