It’s a good question whether you need to play Victoria II before Victoria III. First, it needs to be mentioned that the new version is not a sequel which we know in most of the other games. The biggest change should be in the game’s mechanics, once it is going to be evolved and new. The story itself is going to take place, however, in the same period.
… simply put, there is no need of playing the previous version before Victoria III.
If you don’t want to try Victoria II which was released in 2010 and since then gradually got some DLC, you can forget about the previous version. Despite it, you may want to play the soundtrack of the previous version – it is phenomenal.
However, what may make sense playing before Victoria II is to play Europa Universalis IV whereby the plot of the game takes place from the year 1444 and ends in 1821 while the year 1836 begins the plot of Victoria III. There are even save file converters among the Paradox games. There is currently no converter, but I will post it here once it is created.
