Should I play "Saints Row" before playing "Saints Row 2"? Is the story there a continuation of the first game? Will I feel lost if I start with SR2?
Saints Row 2 does build on from Saints Row 1, but not enough to really ruin the gameplay experience. I had not (and still haven't) played the first one, but I only really got lost as to why my character was in a coma and why Ultor had taken over everything (but the former didn't impact the game, and the latter could just be put down to business decisions).
The only bit that won't make any sense however far you progress through the game (it doesn't take long to understand who Aisha and Gat are) is the bonus mission, where you help out a guy from the first game. However, that is kind of a rubbish mission that is difficult to get to anyway.