Dude! You should have started from the beginning!
The games aren't really connected, but the games evolved to have somewhat better controls and animations. All I'm saying is good luck with the first one. It drove me nuts on normal difficulty. I played 2 on hard and it was easier.
Most people seem to thing 2 is the best. I'm inclined to agree. 3 is great, sharper graphics, better multiplayer than 2's (so I've heard). I should replay them.
I really the duo of Nathan and Sully. Nate is awesome because he does well with the ladies, is charming and badass, funny - - who wouldn't want to have a beer with the guy? Sully is a great anchor to Nathan, often reluctant. His voice (pretty much like everybody's) really matches his face, which to me, helps you bond with the characters makes the dialogue more impactful.
Golden Abyss was good too. In fact, it was the first Uncharted game I played. For some reason I had a Vita before I had a PS3. It's like Uncharted Light, meaning, no big set pieces like buildings collapsing (the Vita can't handle it) but you still get big beautiful levels, with tons of climbing and jumping. Which is a big reason to play the series. Don't pass it up, the end was pretty cool how they tied it all together. Waiting impatiently for news on any new sequel.