I'm going to play Alice: Madness Returns, I haven't played the first game, is there anything I need to know?

The first game is basically all about Alice regaining her mind through Wonderland. It's a reflection of how wrong her world is in real life vs Wonderland. Her family burned to death in a house fire, of which she is the only survivor. Madness Returns relies on a few years later, after being released from the mental institution (because she killed the Red Queen).