The Fallout Collection is a good way of getting the first three games to a cheap price if you can stand the cover, that simply stinks of retro-pack-esqueness
but it's really a great bundle, all of it on one DVD. I have it myself. Try either Fo1 or 2 first. I played 2 for years before trying 1. I'm not much of the stick to the chronology- kind of guy, if there is no true reason to play one before another, i never recommend to necessarely do so, and there is not one since they both are separate. Yes there are references to FO1 in 2 but so what, it's easy to understand that those are references.
These are the differences:
2 is bigger, has more content, weapons monsters quests. More diverse quests. more of the infamous pop cultural references that many hate but I don't mind, BETTER dialog, yes really much better, FO1's dialog can be quite sparse and stupid. not as desolated feel, i should not write that cause im no hardcoe desolated feel-fan, but it's true still so.. the wasteland has become a bit rebuilt since FO1, but instead cities with more "personalities" that stand out, as a result of this. Still it has enough of the core idea of the wasteland for beginners to get it so yes, i like FO 2 better. slightly better graphics. FO2 also has more of the "advlt" themes and is sometimes quite sick like getting positive karma from killing prosttutes and cynical stuff like that.
What 1 really have is that it's easier and thus easier to get into. It's shorter and don't take up as much time as FO2 which sometimes can be a good thing, sometimes a bad. But quests are much easier and sometimes having the right stats are enough. This is really a good thing to learn to know the skills and stats better, . I admit I used the walkthrough a few times for FO2 and I hate to be forced to do that so FO1 felt more like a straight path to walk. It's the original and presents the gameplay for the first time and sticks to being a sequel to Wasteland more than FO2 does.