The story doesn't make a lot of sense until you've gone through it all and then looked for other people's interpretations as well. I really didn't think I would get it either until I watched Youtube breakdowns of the games and also read up different summaries.
Just finishing up my 2nd KH2 run but so far I've played/watched some of the early KH mobile game stuff (which comes before KH1), Birth By Sleep, KH1, and Chain of Memories. I also watched the 358/2 Days game before KH2, which some say to wait until after KH2 because some parts take place before and some parts take place after, but going into it knowing that was enough for me to have a basic understanding.
Here is a Youtube list, some of the videos of the mobile game have been taken down since I've last watched apparently, but all the main ones are still there -