Fire Emblem

1) First off, don't feel like you are really compelled to buy all 3. The 2 main routes are more or less self-standing games on their own (the 3rd one isn't really, but that's its own issue I'll get into later). There are definitely people who've imported and felt one route was vastly superior to the others, though which one depends on your personal taste in the series.

2) Similarly, don't feel like Revelations is somehow a compulsory purchase. The fact that it's the "neutral" route where you get to recruit characters from both sides does not somehow make it the definitive experience. In fact, people have criticized the route for having weaker gameplay (including a significant number of recycled maps from the main routes), as well as atrocious unit balance (rivaling FE6 for worst character balance in the series) and difficulty scaling (Revelations Lunatic relying more on up-scaling enemy stats rather than enemy positioning/density). If the idea of Revelations doesn't appeal to you, then don't feel like you're missing out by not buying it.

3) If you are planning to play all 3 eventually, the recommended order is Birthright -> Conquest -> Revelations. From a gameplay standpoint Birthright is the easiest of the three routes, and Conquest is arguably the most difficult. From a story perspective, there's a natural progression from Birthright, to Conquest, to Revelations, where Birthright serves as a sort of exposition that raises some questions, Conquest reveals some of the underlying forces, and Revelations answers all of those questions. Conquest's story is self-contained, but I have heard people say that the story is less satisfying without some of the backdrop being set up by playing Birthright first.

4) If you are planning on just playing one of the two, then it depends a bit on your experience and what you expect out of a Fire Emblem game.

Birthright was designed to stay very close to the design of Awakening, as well as being of similar difficulty. This means inheriting a lot of its gameplay flaws that series veterans disliked the game for. There are repeatable battles where you can grind to level up your units. Map design tends to be on the simple side (Awakening map design had a lot of wide open fields with haphazard enemy placement, and Birthright does as well). As in Awakening, virtually all the map objectives are rout. On the plus side, the story for Birthright is generally considered to be the better of the two on it's own.

Conquest on the other hand, is designed much more in the vein of older Fire Emblem games. There are no repeatable battles--each mission can only be played once, and the only repeatable way to level up your units is DLC (though personally, I think this takes a lot of the fun out of this route). It's also confirmed to be noticeably harder than Birthright (as a reference, people I've asked would say Conquest Normal is about as difficult as Awakening Hard, and Conquest Hard is somewhere between FE7 HHM and FE6 Hard Mode). A lot of that difficulty is achieved through more complex map design and varied objectives though, so if that appeals to you, you might enjoy Conquest more.