Surprised you didn't know about the Fate series before.
I guess there are a few things you should know about Fate/Zero. First, it is a good show and probably worth your time to watch. Second, it is the prequel to a very mediocre show--Fate/Stay Night. Third, there is a heaping helping of a context and events surrounding both shows that you won't be aware of because you don't know anything about the source materiel. Fourth, the Nasusverse is strange and hilarious on its own account. For example, that character was originally a dude.