I haven't played the games as well and am watching the first season right now.
A friend of mine said, this show is considered to be the "perfect" TV show and I always scoff at those kinds of labels.
But having watched the third episode, I find myself almost in agreement. I don't have anything to critique up to this point. It certainly is a great watch and I'm eager to watch the second installment as well after the first season.
The same thing happened to me, but the more episodes I watched the more I wanted to know, there were also things I didn't like but that didn't overshadow all the good things about the series.