I'll fill you in then.
Rollins and Ambrose are legends from the independent scene before coming to WWE. Rollins was from Ring of Honor (same as Daniel Bryan and CM Punk) where he wrestled under the name Tyler Black, he's a former world champion and one of the best technical and highflying wrestlers out there today. Ambrose wrestled in Dragon Gate USA and Combat Zone Wrestling as John Moxley and is known for his insane character and mastery of the microphone.
Roman Reigns is a cousin of the Rock, the Usos and Umaga, a nephew of Yokozuna and Rikishi and the son of one of the Wild Samoans. Wrestling is literally in his blood. Thus the immense hype around them. Triple H and Vince reportedly love them and a lot of people see them as the next three big figures in the WWE. Kind of like how Cena, Orton and Batista debuted at roughly the same time and became major players for their generation. We are looking at what will most likely be a similar situation with the Shield. Thus why people are so hyped.