You should start at the beginning of the series. Demon's Souls, then try Dark Souls, and then buy Dark Souls 2.
They are absolutely amazing games. The wife has Dark Souls 2 on order for my upcoming birthday

so Ill talk a little about the first two.
Their difficulty level is always harked on about, and yes they are very very hard, but only ever in a fair way. You will die a lot (and if you play them you will realize that that is part and parcel of the games and a necessity in some cases). When you die it is only ever the fault of the player, never the game being unfair. You can not just wade into a battle with any one enemy or group of enemies as you will die. Even a relatively strong player can be beaten by low level enemies, so its all about leveling up correctly, planning your battles, increasing the power of your weapons (extremely important) and taking your time.
I have player Demon's Souls and Dark Souls about 300+ hours each game. If you want any more input, or advice I will gladly give it too you, but honestly, if you are fan of RPG/Action games, like dark and gritty medieval fantasy, or if you just want to have a challenge that when overcome is EXTREMELY rewarding, get these games.
The thinking mans RPG's, unbelievable re playability and so much fun. The best games I have ever played. Demon's is my favorite, only just and I can not WAIT to get my hands on Dark Souls 2.