Well try playing them then. The Exile games are older while the first three Avernum games are remakes of the Exile games. For example Avernum 3 is a remake of Exile 3 and so on. You could start from Avernum 1. Avernum 4-6 are a new trilogy and they aren't remakes of older games.
The guy who makes them also has made a ton of other turn-based RPGs. The Spiderweb Software games have really good demo versions so you could maybe try them out and see if you like them. The only game I can really recommend is Avernum 3 and every other game I played was mediocre but some like them.