SO2 does a pretty good job of telling you what you need to know about SO1 in a brief flashback so it's not terribly important as little of the first game impacts the second. Even then, this only matters if you choose to play as Claude since he's the son of one of the main characters from S01, but once again, the game really doesn't dwell on it much and Claude explains what you need to know in his intro.

SO3 is full of references to the first two games though, so it does make reading the games datalog more interesting when you start reading about time travel (SO1) and Heraldry Magic (SO2) but even that game basically has nothing to do with the first two games.

The plots of the game follow a very simple formula, involving a highly advanced alien race (usually humanity/Earth) coming into contact with a planet that seems stuck in the age of "sword and sorcery" for their civilization levels in the far off future. It is pretty much the premise of the first three games though their are some twists and turns in each one to keep it interesting. Like other people have mentioned, don't play the games for story, they are not awful but they are not the games selling point either. It's all about the gameplay.