I've never played Fallout, and they're on sale over Steam.
Which one should I play first?
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Fallout 1&2 are just so different from 3. 2 is a great game and really dark and gritty with no apologies made(jet anyone) it is top down Birdseye view. Now 3 is a good primer for what 4 will be like, regular first person and the type of world that follows that, but if Fallout 4 follows to closely on 3 you might want to do 2 just so you can experience the type of game your getting into vs playing the uglier version of it. I'm basing all of this on the assumption you are going to get 4. If not just get 3.