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what do I do?
Play all the other ones first. That's what I did before playing Uncharted 3.
Ever watch an Indiana Jones movie? It's the same idea. One man. Impossible odds. A globe trotting trek in the quest for lost treasure.
The games are cheap pickup the Uncharted1 and Uncharted 2 bundle for around $30 if not less.
You are missing the best series Sony has to offer.
What do you do? Run around, climb, kill some people, collect some treasure (Optional), sit back and enjoy a beautifully well crafted world.
Has multiplayer too, quite a successful following for it's age.