I think it's one of the finest examples of visual storytelling in a long time. There are long sections that could pretty much be straight from a silent film. It reminds me of the original Star Wars, in how it immerses us in this richly developed world without feeling the need to explain every detail, which sets the imagination aflame.
One of my favourite parts is when Furiosa simply turns the wheel and heads off road... and her entire crew follows without question. This tells you so much about her character without a single word. All of the "wives" have distinct personalities. Immortan Joe is a great villain because he has goals that make sense (he is a villain that doesn't see himself as a villain). His freaky sons, the War Boys culture and religion, the Many Mothers.. there are just so many interesting elements.
Do yourself a favour though and watch The Road Warrior. Immediately. One of the greatest action flicks of the 80's. Fury Road is essentially an extended version of its 3rd act, cranked up to 11. And if you've ever seen Waterworld, it's basically a point-by-point (and vastly inferior) ripoff of Road Warrior, just with dry land replacing oil.
The other two (Mad Max 1, and Beyond Thunderdome) are something of an acquired taste. The first has weird pacing issues (but features the same actor that played Immortan Joe as the primary villain!), and Beyond Thunderdome is just... all over the place. Still interesting though.