Just a warning Power, ODST takes place between Halo 2 and Halo 3 so you may be a little confused as to the story. Also in ODST you play as a special forces marine so your far weaker than a Spartan and you actually have health so the gameplay experience is quite different. I loved the game and the story but you won't get the same sense of power as you do playing as the Master Chief.
Also if you play through all three Halo's and find yourself enjoying the story I would recommend reading the book Fall of Reach and working your way through the other novels form there. Some of the best sci-fi literature I have ever read.
I can imagine you were probably a little confused as to the story jumping straight in at the third installment.
The definitive evidence that video games turn people into mass murderers
