Same here I never played any of the Bioshocks but spoiled myself of the Ending and hell it did confuse the hell out of me. I read the story of Bioshock 1 and Bioshock 2 on wikipedia so I would get a better understanding and that was very interesting. For those who have FINISHED the game but were fully mind fudged here is a clip explaining fully what is going on *SPOILER ALERT DON'T WATCH IF YOU HAVEN'T FINISHED*

Bioshock Infinite Ending Explained (HUGE SPOILERS) - YouTube