The first book is called Interview With The Vampire in which the 200 year old vampire Louis describes his life in an interview with some boy... It describes how he came to have his dark gifts and such, how he lived as a "family" with Lestat & Claudia in New orleans until treachery tears them apart and he ends up on the search for others like him in europe.
The second is The Vampire Lestat. In which Lestat has awoken from his deep sleep in the earth and writes his story so far in a book and publishes it. It tells of how he ran away to paris with his best friend, how he saved his mother from death, his first encounter with Armand & Marius and his adventurs in the "savage garaden".
The third is Queen of The Damned Once again, written by Lestat, it tells of how Queen of The Damned and mother of all vampires re- awakens after 6 thousand years of sleep to let loose her powers. She plans to kill most of humanity and take over the worlds of both living and undead. It falls to Lestat to stop her as he is quite responsible for her awakening. In the book it explains how and roughly when vampires were created.
The first two are set in i think... 16th centurary America, Europe (mainly france) and the third kind of modern day America with bits from the past. There are more, 12 i believe in total, but i wasnt so impressed with Tale Of The Body Theif, Memnoch the devil was OK but not as good. Im yet to buy the rest... I hear they get worse. There are also a few others set outside the seires. Ive read Pandora Which is about well the vampire pandora, thats rather good.