could i play without gettin lost in the story since i havent played the other ones?

yes, the storyline doesn't follow from the others, meanin you don't have to play Morrowind before Oblivion, although it is advised to do so due to the difference they made when they improved systems with Oblivion.

I have never played any of the other games and I am very comfortable with Oblivion's storyline.

Or play Morrowind for a more Hardcore RP game, Oblivion focuses more on Action etc. than story, but to you question, yes, you could play OB before playing any other TES...

~ Lost

The only connection between Oblivion and the other TES games, is that they are on the same planet. Other than that, there is nothing at all that relates them to each other. So just go ahead and get this one first.

There is a connection through all of them but that connection doesn't require you to play all the games in the series.

Basically there are 7 elder scrolls (hence how people know there will be 7 games in the series) each scroll can tell the reader something about the past and/or the future.

The Emperor in Oblivion has one and this is how he knows of the invasion of Cyrodiil and about lighting the dragonfires

Other than that there are a few mentions of Morrowind and events that happened there but again nothing that requires you to play the previous games unless you wish to find out yourself about them rather than asking here etc.