1 is generally agreed to have the better characters and story, while 4 has some improved gameplay (And it's not like the story is awful in comparison or anything). Generally easier to move backwards in story than it is in gameplay.
You don't even need to have played Valkyria Chronicles 1, honestly. VC4 is a game that can be played completely stand alone without consequence. The game focuses on a completely new set of characters and locations. ... But on the whole, if you've never played a Valkyria game before, it isn't going to matter.
It's good., I'm not much on strategy but I had it on PS3 and enjoyed it. I got stuck but still, it's good. Valkyria Chronicles is a classic with great worldbuilding, fun characters, an engaging love story, and an extremely unique fusion of real-time and turn-based combat that props up a strong tactical RPG core.
Slapping on a Defense Boost order on her won't hurt too. Have Alicia cross the map until you're right in front of the tower, and then have her aim at the tower's weak spot. Her Undodgeable Shot potential should trigger as well, ensuring you the kill. After this, it's time to take on Maximilian.
It's fine to start here. Mechanically this game is much, much better than VC1. The story suffers a little in comparison but is still enjoyable. Just watch the cutscene videos online for the story of VC1.
You don't need to play Valkyria Chronicles in order in order to understand what is going on. As far as gameplay goes however, that may be a bit different. ... In short; story-wise you won't miss anything even if you play the second game before the first.