If you haven't played the game you likely will not enjoy this. I didn't. Even after having played the game it's still pretty empty.
Fate/Grand Order: -First Order-
Fate/Stay Night [Unlimited Blade Works]
Different vibe from Fate/Zero, but still good and critical to the entire Fate Franchise. A little less ensemble, a little more shonen.
Fate/Zero
A gripping, gritty modern fantasy with fascinating psychological and historical elements.
At a Glance Anime 