Seeing this thread bumped reminded me, I picked up the Sopranos in the middle of season 2. I'd just moved to LA and friends I hung out with used to have viewing parties so that was my introduction. It was pretty easy to get up to speed on the characters, but, in the 1999/2000 era and not having HBO myself, going back to watch from the beginning just wasn't a thing.
I also haven't watched any episodes since they originally aired. I'd always meant to give it a go, just never got around to it.
So, I'm going back to the start, this weekend, with season 1, episode 1, and will go from there.