One small example, one of dozens: There's a great character among the Normandy's crew named Tali'Zorah -- a young Quarian engineer who Shepard picks up early in ME1. She's a fascinating character with recurring roles in all 3 games. At no point do you need to know the specifics of political life aboard the Quarian migrant fleet. You don't need to know about Tali's pilgrimage, or the social and economic reasons underpinning the ritual of sending young Quarians out into the galaxy on an interstellar wanderjahr. You don't need to know about her relationship with her distant father or his political position on the Quarian's Admiralty Board, or how all of this ties into the Quarians' relationship to the Geth -- a race of former slave robots created by the Quarians and which later rose against them, found religion and joined with the Reapers. You don't need to know any of that to play the game, to understand the game, even to enjoy the game. None of it is required by the plot.
But to understand the story? Yeah. And all of it is just a conversation away. Take a minute to talk to Tali down in the engineering section of the Normandy and she'll tell you about it. The Quarian kid on Omega Station stuck trying to sell salvage for a ticket back to the migrant fleet will tell you about it. You'll see (or hear) pieces of the story scattered across a dozen worlds. Depending on dialog choices, mission order, who lives, who dies, who makes nice with who, you'll learn different pieces of the history, see different angles on the rights and wrongs of a thousand years of in-game lore. Same thing happens with Wrex and Grunt, the two massive Krogan warriors who join Shepard's crew. With Jack, the space-magic child prodigy abused by a system that only wanted to exploit her gifts. And Garrus, who became my Shepard's best, most reliable friend.
