It definitely helped me with Casltes in the Sky (though there are some reactions and scenes that I'm still a little iffy on).

The best way to figure Shep out, of course, is to immerse youself in the episodes. Watch as many as you can (I watched several Shep-centered ones in one day) and pay close attention.

So far, from what I've heard, season four is really bringing out who the characters are.