I need to play the first game to understand what’s going on in the second game?
Technically, yeah, but the plot is just a paper-thin excuse to shoot zombies, so it's only there as window dressing and basically doesn't matter.
I mean, the original maps in KF1 are as close as they get to being canon, with Transit chronologically being the last map before KF2. I have no idea how the Summer Sideshow maps fit in to the game's canon story, if they even do.
I guess Killing Floor: Calamity is an alternate retelling of KF1? Good luck actually getting ahold of a working copy of that stuff, though.
Not sure where Killing Floor: Incursion fits in. My guess is a side story to KF2 and I can't say any more without encroaching on spoiler territory. Good luck with that one, though, because it's VR.
Finally, KF2 is a direct sequel to KF1, so you can probably ignore the others, not that story really matters much in the grand scheme of things.
