Trying to get into these games. Help

I saw a video of a guy named dorxake about this series of games and it blew my mind. I thought it was an animation at first but then realized it was an actual game. To me it kinda looked like borderlands in the way it is like a whole lot of guns and a lot of big bad monsters that each have their own weeknesses. So I was wondering what game should I start i saw that 4.1 and 5 are afordfable for me at the moment but would like recommendarions. Thanks