The original Unreal Tournament, alternatively called UT99, was released way before Unreal 2, making it the first "sequel" to Unreal. It takes place many, many years later, and it's a lot of fun. Something about UT99 has clicked with me unlike any of the other Unreal games. I find it more fun than even the follow ups to it, such as 2004, which is also available on GOG. UT is an arena shooter, and for my money I prefer it to pretty much any other, even including Quake 3 Arena. Out of all the Unreal games, this is the one I've played the most. I heavily recommend it to anyone who's a fan of first person shooters.
Unreal Tournament 2004 is essentially an update to Unreal Tournament 2003, including most of the same content and updating a lot of the gameplay. This means it's an update to a sequel to Unreal Tournament, itself a sequel to Unreal. I didn't like this as much as the original Unreal Tournament. The gameplay was overall solid, but something about it didn't click with me as much as the original. That said, I would recommend trying it at the very least, because the gameplay does still manage to be fun, and I almost got sucked into playing it for over an hour. It's just that for me, personally, it's not as fun as the original.
Unreal 2 had to follow up Unreal, a pretty big and solid game. However, it doesn't do a great job in my opinion. With unskippable cutscenes and long loading times, the brief time I played of it doesn't give a great impression. It feels like a slog compared to the first one, which didn't have cutscenes to tell its story.
With some amazing level design and great choices in mechanical design, Unreal Gold manages to be a pretty good collection of the classic Unreal and its expansion pack. If you like the later Unreal games, this one will entertain.