My opinion is a bit biased, since I've been a LoK fan for quite a long time, now, but I can't recommend these games enough. As soon as you can, be sure to get them.
Even though I like
Blood Omen: Legacy of Kain a whole lote, it wasn't until I played
Legacy of Kain: Soul Reaver that I got seriously hooked to the series. I know the open-world of Nosgoth was already there in the first game, but the gothic architecture, the way better writing and the themes of morality, revenge and time travel Amy Hennig (of Naughty Dog fame) brought to the table when directing Soul Reaver made me like it better than Blood Omen. It went from being a very interesting tale of vampires in a pseudo-lovecraftian setting (something Denis Dyack and the defunct Silicon Knights studio can never get enough of, to the point of being obsessed with it) to a timeless, engaging story that had its own take on vampires, demons, fallen angels and "fallen-from-grace-vampire-demons" that unwillingly become saviors while still trying to trick and fight fate.
The exploration mechanics follow the tried-and-true fornula of the
Tomb Raider games so, if you have trouble playing those games, I would stay away from the post-Silicon Knights LoK games -- the ones GOG sells. The Soul Reaver part of the series focuses more on puzzles whereas Blood Omen plays more like your standard action RPG with action-adventure elements (think The Legend of Zelda: A Link to the Past, for instance) and
Blood Omen 2 has a greater focus on combat.
Defiance was the culmination of the story of Kain and Raziel and aimed at being a mix of the two games, having the puzzles of Soul Reaver and the more fluid combat of Blood Omen. All of the titles are superbly written and amazingly voice-acted so, if that's your thing, you can't go wrong with the LoK games.
Do note that the older games (Soul Reaver,
Soul Reaver 2, Blood Omen 2) have uglier graphics and clunkier mechanics than the more recent one, Legacy of Kain: Defiance, so, if you get annoyed by old games, maybe you should start by playing Defiance first and see if the writing and gameplay suit your style. If so, or if you aren't put off by games with early 3D graphics and early 3D mechanics that aren't as "fluid" or responsive as today's 3D games, then, by all means, enjoy them in order of release, since it's the way the story makes the more sense, to me. And, trust me, these games are all about story. If you're going to buy Soul Reaver, be sure to buy Soul Reaver 2 as well, as the first game ends in a blatant cliffhanger -- it ends with a "To be Continued" screen, and Soul Reaver 2 picks up exactly where the first game left off.
These are seriously some of the best games GOG has to offer its customers, and you should get them as soon as you can.