When I think of Borderlands i don't think of an amazing deep story or an interesting world but Telltale did something extraordinary with Tales from the Borderlands. They give the world life, created incredibly deep and interesting characters you will fall in love and a story that can be put up there with classic Disney adventures.
It picks up a bit after Borderlands 2 so knowledge of Borderlands 1 and 2 will certainly help you understand the story better and some of the characters that show up but i don't think it's required. You follow two different people who accidentally cross paths and are swept on a adventure where they are forced to work together to overcome the trials the game throws at them. You are never sure what to expect and the game keeps you on your toes till the very end.
There is not much gameplay. If you have ever played a Telltale game you know what you are in for. The game mostly revolves around quick times events and being quick to pick a dialogue option. Other than occasionally being able to walk around and explore a small area there is not much else to do.
If you came looking for a new Borderlands game or deep gameplay this is definitely not what you are looking for. But if you are looking for a thrilling story with twists and turns and interesting characters this is definitely what you are looking for and i can't recommend it enough