Should I watch Spooks/MI-5 from the start?

Absolutely! My kids and I are watching it now (in the U.S.), having started with the first episode in Series 1, and it's very compelling, and I think you'll be glad if you start at the beginning because the characters develop as the series continues. It's an excellent, compelling show every minute of each episode. We aren't at Series 7 yet, and I'm glad because I'm not in a hurry for it to end.