I'd suggest finishing the first game if you can, just because it's a good game, but I don't think the consequences of skipping to the second would be particularly dire. (You may want to read the storyline of Chain of Memories (or play it, I suppose, but it's quite difficult to find nowadays and probably the weakest game in the series), although the opening of Kingdom Hearts II sort of confusingly recaps it (and the ending of the first game, in fact).)

What are you stuck on? Maybe I can give you some advice.