or can I start with GK2? Thanks

Read up on the Schattenjäger order while trying to avoid spoilers on the events of the first game. Then you will have a better understanding of who you are and why you are investigating the murders.

Well, personally I played GK2 first and didn't feel at all that I was missing something. Even though the game contains a few references to the events and characters of the first game, but the main story itself is totally new and doesn't need the knowledge of previous happenings. (Though - as Charon mentioned - it's good to know who the heck is the Schattenjaeger, but it's explained in the manual.)

That said, Gabriel Knight 1 is still an excellent game - perhaps the best in the whole series, though Gabriel Knight 2 is almost as good -, so even though it's not necesary, but you should still consider to play that first for the best experience.