Because I've heard good things of E2, nothing of E1.
Is 2 direct sequel to 1, a kind of a sequel or totally independent?

Guess they share the same world at least, maybe some same characters?
Do I miss out on something important if I play them in wrong order?
(or rather, play 1 later if I like 2)

Or is 2 even better than 1 in any way, how similar are they?

I am new to these games, but so far I'm loving book 1. Start at the beginning, I say.

Eschalon Book 1 did not get a lot of 'mainstream' press when it got released, but all sites that *did* cover it were very enthusiastic. Personally, I'd start with Book 1, since it's a game with good RPG-mechanics that tells a nice story to boot.

That being said, there's no reason for people to be dogmatic about it: if you want to start with Book 2, that's fine as well. Basilisk Games did a great job in listening to customer feedback, so I'd rate the gameplay of Book 2 higher than Book 1. Nice changes are (amongst other things): higher resolution graphics, higher walking speed, more weather, better GUI etc. etc. I found it's story slightly less engaging than Book 1, but it's told in a way that doesn't really require you to have played the original.

Thanks, might as well pick up both now they're on sale.
Though it's not likely I'll get around to play them any time soon.
100 games on the "these I'll play real soon" backlog already.