DirkGently said:
Second question: What should play first?
If you want to do RTSes, honestly start with Starcraft. It's still has an active multiplayer community and even then its campaign is really well done. Warcraft 2 is nostalgic fun for me, but it doesn't hold a candle to Starcraft.
From there, for RTSes, hit up Dawn of War to give you a different perspective on resource gathering, or the Age of Empires series for tons of resources and more of a base building focus. The Total War series is also good fun, to get you a little more accustomed to 4x games if you want to try those.
If you're going with 4Xs(Most turn based strategies), Civilization IV is a great place to start. It's much easier to learn, it looks bright and pretty, and the units are all standardized so it's an easier thing to learn than, say, Galactic Civilizations II. It's also a freaking incredible game. From there, you can jump on to trying Civilizations IV. From there, Galactic Civilizations II and Alpha Centauri, as those have more complex units in that you actually sit down and design them yourself in game. GalCiv II has fewer resources than the Civilization series, but the unit creation system is deep, interesting, and damned complex.
If you want to dick around with space-sims, do NOT start with X3. X3 may be one of the greatest space sims ever, but its user interface will kick your ass without lots of help. Start smaller EV: Nova and Space Rangers 2 are both very fun top-down space sims, the latter of which is turn based. Freelancer is also a very fun open ended space sim with controls that work better with the mouse.
FPSes, honestly, UT series. Doom and Wolfenstein 3D will give you background, but the UT series is one of, and outside of UT3 remains, the greats. UT2k4 is easier on the eyes and has some good gameplay innovations alongside more weapons, but the original UT is still incredibly awesome. Give some thought to Quake 2 and Duke Nukem 3D as well as Doom if you want to try for a more structured goal oriented singleplayer game.
For RPGs, start with Fallout 1/2 (Honestly, preferably 2), Baldur's Gate 1 and 2 (You can get Baldur's Gate Tutu mod to combine BG1 with BG2 so you can play through 1 with the extra classes of 2), and Torment. Neverwinter Nights 1 and 2 are more player intuitive, admittedly, because they use DnD 3.0 and 3.5 respectively, whereas BG2 is AD&D which has the most inane system the mar the face of tabletop gaming.
For FPS-RPGs, Deus Ex is a good start. Vampire: the Masquerade - Bloodlines could be considered a start, but it has more in line with free roaming games like Morrowind than Deus Ex. From there, STALKER's more intricate but also very fun.
EDIT: Oh, and for quirky strategy, start with either Dungeon Keeper 1 or 2, and then try out Evil Genius. While I think Black & White was a great game, opinion on it's pretty divided.
For plain old Sims, you can't go wrong with the classic. Sim City or Sim City 2000 is less complex than Sim City 4, and still very fun. I'd say play a game or two of Sim City 2000 (Or the original, which is now free if I remember correctly), and then when you have the hang of it try Sim City 4 and the hundreds and hundreds of tycoon and SimX games. SimAnt, by the way, is an unappreciated gem.
