They really don't have much to do with eachother, they are very different games so there would be no point in trying to say what's better.

Gabriel Knight are three very serious games which mixes real historical facts with supernatural fiction to create very compelling stories. There is humor on these games but the overall tone is very serious.

Phantasmagoria on the other hand, the first one, is a ghost story as simple as they come. The game adds nothing to these kinds of stories and unfortunately it aims for terror but it ends up being completely cheesy. The game is fun in the same sense that a B-movie is fun, you just watch it because of how bad it is.

Phantasmagoria 2 though it's a much better game overall and the story is not connected to the first game, so I would recommend to at least try this one, and only playing the first if you're really curious.