Above anon's advice is sound. If you watch through season 4 of the show, you'll be caught up on everything that occurred before Talia's canonpoint, in case you want/need to incorporate any knowledge you think she might have of the events.

That said, I don't think it would necessarily be infeasible to play her in a game with what canon familiarity you have. It just might be tricky for you/frustrating for them if you have canonmates.