No.
But I have played Mechwarrior 1-3. They're all great, and I'd recommend picking up 2 & 3 first, as they're both great and would be much cheaper even together. (Mechwarrior 2 has the best instrumental soundtrack of any game I've ever played.) You can probably find MW3 in a bargain bin-type arrangement in a software store for $10 or less. MW2 could be bought for pocket change if you can find it in a store, or it probably wouldn't be hard to find as "abandonware."
Do you already have MW4, or are you considering buying it? If so, I'd love to hear about it first-hand.
PS - If its anything like its three predecessors, it comes highly recommended.