Even though the first game of the series is not available on GOG, I would still recommend playing it, if you can.
As for the order of playing, there's no official order, the one game that is a bit tricky to place is Blood Omen 2. This is because this one takes place in the alternative timeline. The remaining titles have pretty clear order:
1) Blood Omen (if you can get it)
2) Soul Reaver
3) Soul Reaver 2
4) Defiance
Personally, I played Blood Omen 2 after Soul Reaver 2, because I simply went by the release order. The most logical however, would be to play it at the end, because what happens there is a consequence of all the previous games. Yet, I wouldn't recommend to play it as the last one, because to be honest, it's the weakest one in the series. Having to play it after Soul Reaver 2 made Defiance even better experience for me, because I could see how certain things came to be in BO2 and I'm glad that I went with that order.