Re: Where should I start
I actually don't think there's been a major mention or show up of The Shield yet (not including the latest tapings which will be shown in January). They were referred to when Reigns didn't show up for an interview because he had to go to a "meeting".
I recommend watching the new revamped NXT anyways since they have some great wrestlers on board. Keep an eye out for Kassius Ohno and Bray Wyatt (aka Husky Harris). Also, Regal on commentary!