Each game in the "Gears of War" series has five acts in its campaign, with five or six chapters each. "Gears 2" had an extra downloadable chapter called "Road to Ruin." It is set when Marcus Fenix and Dom Santiago are in the Locust City of Nexus and you as the player can decide whether to sneak in or "go in guns blazing," as Fenix puts it. "Gears of War Judgment" (the latest title in the series, which is a prequel) features two different campaigns. The main campaign centers on Delta member Cpl. Damon Baird when he was a Lieutenant and led Kilo Squad. The second campaign is known as "Aftermath" and it takes place during "Gears 3" when Baird, Cole, and Clayton Carmine are sent find reinforcements and a boat. They return to Halvo Bay (where the main campaign is set) and reunite with former Kilo member, Garron Paduck.
The Beserker is one of the most feared enemies in the series. The best way to beat her is to lead her to an area with clear skies and use the sattelite-powered Hammer of Dawn to damage her. Eventually the beams burn her to death. "Gears 3" introduces the strategy to use the Scorcher (flamethrower) to burn the Beserker like the Hammer and other teammates shoot at her then vulnerable hide.
COG stands for "The Coalition of Ordered Governments," and it is the government of Sera; it is why the soldiers are called "Gears." A COG Tag is the Gear's equilvilant to a Dog Tag that you see on soldiers here, primarily the Army Reserve.
The best tips I can think of is find friends who are good at the game and that you work well with. You will need them if you play the campaign on Insane difficulty, Horde Mode ("2"), Beast Mode ("3"), and OverRun ("Judgment"). These and every online mode on the series require teamwork; you cannot truly go "lone wolf" like you can in games like "Halo" or "Call of Duty." Know the layout of the map well, especially when either playing Execution, Horde, or OverRun. Knowing the maps will help you know where the best weapons are, where enemies are more likely to hide, and where the AI enemies will spawn.