Storywise there is no connection so that doesn't matter. Gameplay wise they all play very very similar so I honestly don't think there is any point in get 1&2 unless for your own sake of wanting to have owned them all. Personally I say save your money and just go straight to 3.
There's normally a real good discussion thread on here when a souls game is released and everybody gives each other tips and advice, so you don't want to miss out on that.
PSN ID: Stokesy
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