Nights of Azure 2: Bride of the New Moon is the sequel of Nights of Azure. You can read the review I wrote on the original here.
If you haven’t played the first one, then I highly recommend starting there for two reasons. The main reason is that the first one is a piece of art, through gameplay, battle system, graphics, and especially the story. It will forever stay as one of my favorite games of all time. Sadly, it by far exceeds the sequel in every aspect. The second reason is that there are some characters and references from the first game that will make your experience in the second game more enjoyable, however the truth is you won’t miss out on any of the story if you don’t. I will try not to make this review solely a comparison with the first game, so I’ll only say one more time that I highly recommend the first game because it is so much better… play it!