I've never played Fallout, and they're on sale over Steam.
Which one should I play first?
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I'd recommend starting with Fallout 3. This will give you a good idea of how the various quest lines function, the leveling system works, and the overall atmosphere and pace of the Fallout world. That way, once 4 arrives, you'll have some good ideas on how you want your character to develop. Plus, have much more appreciation of how amazing Fallout 4 really is. Next stop, Boston..