DVR all the episodes you missed when they do a marathon and watch them back to back its better that way. Also I believe Couchturner has them online for free.
As for how it started, my memory is a bit fuzzy as I didn't really get into it till mid season 2, But rick was in the hospital and the shit had hit the fan already when he wakes up. He goes looking for his family and starts putting the crew together as time goes on.
Lostleader, Thanks for the info and tip on couchturner. The last episode we watched was when the Governor was killed. They had the tank and the crossbow guy put a grenade down the chute.