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don't start with 4, it's called halo 4 and not halo 1 for a reason, play them in this order:
Halo Wars (if you aren't a fan of RTS then you can skip this) Halo Reach (prequel story but not necessary to understand the main story) Halo CE or CE Anniversary Halo 2 Halo 3: ODST (side story during the events of halo 2, again not necessary) Halo 3 then Halo 4
I agree with these people that the first trilogy is necessary, but be warned: Halo CE is gonna frustrate the hell out of you. It has a very redundant campaign with lots of backtracking. The gameplay is absolutely amazing though. And then Halo 2... That's just in a class of its own. So amazing. Halo 3 is sort of in between, quality-wise.
Just dive right in dude. You hit checkpoints and kill bad guys. The story can be followed if you played the past games or not. Campaign, Spartan oos, and multi provide more than enough gaming for your buck.