Or just read the .hack// wiki, but reading/playing/watching the series is more fun.
What I've found with .hack// is that, while all the various media tie together to make a grand overarching plotline, each individual story is fairly self-contained. For example: the IMOQ games have a pretty self-contained story, although watching .hack//sign and reading .hack//Another Birth help, it's not strictly necessary (it doesn't work in reverse, incidentally: watch .hack//sign and don't play the IMOQ games and you will be left a very confused person by the ending).
tl;dr: with .hack//, it seems that the games contain the main, central stories, with the two canon anime series providing background/prequel to the games, and the novels and manga fleshing out the universe more fully, and filling in little details.