DubConqueror: In my opinion it's far better to get to know your own background bit by bit in BG 1, than getting it presented to you right away in the opening movie of BG 2. Even if you've already played the game and know what's happening to you and why (why you were brought up by a foster father and why assassins target you right away in the prologue of BG1 - and that's only the start), BG 1 still gives so much more fun developing a character you're going to play BG 2 with eventually.
You get to build your character from the ground up if you play BG 1 first, starting with level 1, barely able to survive fighting lowly gibberlings (especially if you're a mage) and getting better slowly. It's far more satisfying when if for instance you are a spellcaster, being able to cast 2nd level spells for the first time, or finding your first Fireball scroll and being able to cast it when you reach level 5 Mage, than it is to start of as a 7 or 8th level character and being to able to cast a multitude of spells right from the start. Seeing a kitless mage advance from being able to cast just 1 spell per day to 2 spells (armour AND sleep memorized!) all the way up to 13 spells memorized (or 10 for a multi-class) is very, very satisfying.
Or for a fighter: the joy of standing toe to toe with a ghast instead of being constantly on the run once your armour class finely gets into the negative and your hit points start climbing, the joy when for the first time a thief manages to hide in shadows even at daylight with clear skies, for clerics to seeing their turn undead crumble skeletons for the first time. Each class has their own kind of abilities which slowly come into blossom when you level up from 1 upwards. All that satisfaction of building up your character you miss upon if you start with 89.000 xp in BG 2 right way.