Thief Collection

I got the Thief Collection as a gift from some generous fellow here, and due to my ignorance and laziness, I played the third game ( Deadly Shadows ) first. After reviewing this news after beating the game, I'm wondering whether not the previous games will match up to the third game. I've had a situation like this, when I got the Ratchet and Clank collection for PS3. I hadn't played any games before Up Your Arsenal, and the previous games are pretty primitive compared to it, so I couldn't really get into them ( especially the first game's boss battle. Lack of ways to get money, ammo, and just plain hard for someone not used to it ).

To cut this short, are the first and second thief games good? Do you think playing the third game first was a bad idea? Also, I'm wondering what people thought of the third game itself. Because I hadn't played the previous games, I didn't really know the storyline, so it was pretty weird for me. I got slightly creeped out after the statue enemies were introduced and don't forget the REALLY creepy ambience in Cadica's chambers.

P.S. I didn't cut it short at all.