>What is that Neptunia thing really? A game?
Bingo.
>Why should I care about it?
Easily digestible gameplay, interesting and colorful setting, mixed with very good voice talent on the Japanese side (vets from Steins;Gate, Gundam, Angel Beats, Nyaruko…hell, they even have one of the few people who were prominently in both versions of the Kino anime). Every game covers a different situation in gaming history; from the modern decay of the console side of the industry at present, the 80s crash, the Sega implosion that lead to their hardware exit…so on and so forth, generally in a lighthearted fashion (most of the time, there are some notable deviations). Sometimes, like pics related, it is even currently topical.
The devs themselves have also released the main games on PC as DRM free, and overall don't really do much messing around with the content when exporting to the west.