Do I need to play the first Kingdom Come Deliverance before the sequel?

No, you don't need to. The sequel catches you up well enough and you'll follow the story fine. You will get more out of it if you know what Henry and Hans went through in the first game, though, since their relationship is a big part of 2. If you don't want to sink 60+ hours into a clunkier game first, watch a story recap of the original and go straight to 2. The first one's combat and saving are harsher than the sequel's, so starting there can put people off the series.