ladyhope glad your jumped on the oceanicairlines bandwagon! =) yes... you definitely have to start from the beginning! then it will allllll make sense... also check out lostpedia.com its the best source for all things lost.
I also started during season 3. I was watching it with my FI and kept on interrupting because i has soooo many questions. He suggested i rent the dvd.... And since then ive been hooked! I then started researching online for
answers and random fun facts....but was surprised to find so many facinating theories, mythologies and literally references. I was in awe that its not "just about a plane crash and an island" its sooo much deeper and intense =)
btw: fi regrets the day he suggested to "rent the dvds"