We're on the same page on this one.
Between KH & KH2 there was Chain of Memories for the GBA. I didn't play it because it was a weird card based combat game that didn't appeal to me, and more, it the story looked just a rehash of the first game at the time. (I've since bought the PS2 remake. Still sucks. Atrocious controls. Couldn't even finish it.) KH2 rolls around, and I'm set to continue my adve-- Who is this "Roxas" person? Why should I care about them? What do they have to do with anything? Why am I spending 2-3 hours controlling them before the game actually starts?
Disorienting, annoying, not fun.
Since KH2 they've released 365/2 Days (DS), Birth by Sleep (PSP), KH: Recoded (DS), and soon Dream Drop Distance (3DS). If I was that lost between KH and KH2 with missing out on one game, do I have a snowball's chance of understanding what's going on in KH3 if I miss any of these? (Incidentally, through my brother's borrowing habits, I have played BBS and Days. They really are building up an Metal Gear Solid level of convolution.
I wouldn't mind little spin-off titles set in the same universe or something to try to draw in more people to the main series who might otherwise not have played. It's when the story is dependent on them that it's a problem.