Don't worry if you haven't played the previous Darksiders games. You don't need to play the two previous games to understand the third installment. The game opens with a cut-scene that explains the events from the previous two games. The game will also provide you with more information later in the game. During cut-scenes, Fury explains why she acts in this way. If Darksiders 3 made you want to play the previous games, then that is great, but don't force yourself to do that.
Don't skip dialogues
Read and listen to all dialogues if you want to understand the plot of the Darksiders series and the connections between the characters. Dialogues allow you to learn more about certain past events.
Thanks to the cut-scenes played before the boss fights you can learn that Fury is familiar with her enemies. She often comments their past behaviors. These short cut-scenes will help you understand the enemies you are about to face.
All NPCs in Darksiders 3 are well-presented. This also includes Fury's old acquaintances who make their appearance in the third game.
Listen to the Watcher's hints
The Watcher accompanies you right from the beginning of the game. This character tells Fury what she must do next. Sometimes, the Watcher can explain certain plot points and provide commentary about the main bosses. Listen to what the Watcher has to say, especially if you haven't played the previous Darksiders games.