Of course, Mahler 2nd symphony is the closest link to the 3rd. The 1st is a lightweight introduction compared to the 2nd. Mahler very much rooted in the central european - Austrian-Czech-Jewish tradition, so you really should look after composers coming from this tradition. Dvorak and smetana to a certain extent kin to Mahler in their recurring to folk songs in their large symphonic works. You should also hear some Hungarian composer. Karoly Goldmark is an interesting composer, his major opera, the Queen of Saba you can order from Hungaroton label. And of course, Bartok.
