The first series which was broadcast last year can be viewed on bbc iplayer for the next ten or eleven days only. It is well worth watching this if you wish to follow series 2 as this is a continuation of the first series of 6 episodes and explains some of the background to series 2. It is an excellent production with Gillian Anderson.
I did exactly that on Thurs/Friday this week, and I'm really glad that I did, otherwise I think that I would have found it a bit confusing. Gillian Anderson is really good in it too.