You can play any of them and get the lore the same, but it really comes down to gameplay with the elder scrolls: morrowind is almost entirely dice-based gameplay where you're expected to exploit the system but not too much (it's weird is all I'm gonna sa). Oblivion is a nice balance between in action and rpg elements, and has some of the best guild quests. Skyrim is... well the best way to put it is that for every step forward, they took a step back somewhere: magic was nerfed hard and spell crafting was removed, alchemy is ehh, the perk system could've been done better (the mastery perks are basically point drains) and the lack of stats meant a lot of things had to be butchered in order to work. But it has the smoothest gameplay imo and if you just want to play an action rpg it's fine.
