Help!

Not very important. The only two things about "Romancing the Stone" are that you find out how Danny De Vito's character, Ralph, knows Michael Douglas's character, Jack and then, of course, how Joan and Jack got together. Other than that, "The Jewel of the Nile" doesn't relate to the first film.

I actually saw "Jewel of the Nile" before watching "Romancing the Stone" and I feel like I didn't really miss too much.

You should watch "Romancing The Stone" first as it'll help explain the relationship between Jack Colton and Ralph. "The Jewel of the Nile" jumps right into Ralph chasing Jack Colton at gunpoint because of unspecified things that happened in "Romancing The Stone." This chase continues throughout "The Jewel of the Nile."

Another relationship is the one between Jack Colton and Joan Wilder. While it's clear in "The Jewel of the Nile" that the relationship started before the movie the audience you don't get that sense of "I'm missing something" that you do with the Jack Colton and Ralph relationship if you have not seen the earlier movie.