not really. what happened in the first fallout is mentioned in the beginning of the game, but it's not necessary to have played it to know what's going on. there may be spoilers (i.e. what happened in the first fallout being told to your character), but if you don't mind that, it won't matter which you play first.
It's not absolutely necessary but I'd recommend it. You will miss a lot of back story if you don't. It isn't crucial but you'll get a better feel for FO2 if you play FO first.
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