I would suggest playing it for it's own sake, since I liked the game. Maybe try the demo, see if it hooks you. But don't feel obliged to play it just because you want to start the second game, you will not have a lesser experience.
I would also note that in general people tend to agree that the second game is an improvement in many ways over the first one, mechanically and in terms of storytelling. So maybe it is a safer bet to start with the second one if you are not sure, then you could always go back to the first one later if you become a fan.
Fiio might sound a bit better, but IMO not worth the price difference. I'd recommend Moondrop or CCA if you liked KZ. Moondrop Chu sound pretty neutral and blow anything at this price point out of the water basically, and CCA CA16 are warm with less clarity, but still nice sound overall.