Um... Hi? Have a http://images.uesp.net/c/c4/Fishystick.jpg, both of you

TengenToppa got it right, you don't need to know anything about the previous games to understand and enjoy Skyrim. However, you will encounter minor references to Oblivion and Morrowind: books, quests, people, the Prophecy of the Dragonborn itself refers to all major events in the series. It adds flavour to the game if you know what they're about, but it's by no means necessary. What's more, you'll learn a lot about the world if you take time to read every book you can find (and there's plenty of them). So play Skyrim, have fun, fall in love with it and then try the previous games!