Hmm, what's with people answering that haven't played both games? Odd.
It really does depend on your preferences for game-play style for which to play first.
If you preferred more open world experiences, then perhaps Two Worlds 2 is more suited to the bill. If you prefer a slightly more linear game with a much stronger narrative (and a great wacky sense of humour to boot) then I'd go for Risen 2.
For me, given a choice between the vanilla Two Worlds 2 and Risen 2 - Piranha Bytes wins hands down, since the former has content that is just far too generic and middle of the road for my taste. Risen 2 whilst being inferior to the original in my opinion, is still a grand adventure full of wonderful humour that should keep you going for awhile.
But again, If your choice to play one or the other is based upon the shared "pirate" theme, then I can't really answer since I have yet to play the expansion to Two Worlds 2.
(It's on my backlog for the upcoming summer...)
In short: *catches breath*. If you've experience with the Gothic series, enjoyed the first Risen - then the sequel is your logical choice.