Watch this one FIRST

Have to disagree, and this is why... Because the 2nd film is so BIG and impressive i think it might diminish the impact of Mad Max for a first-time viewer. MM1 is an important and (was) an original film when it was released and a classic staple in Australian cinema. Plus you're then familiar with his cop background, which explains his super v8 car and the leather uniform, and also the inherent goodness left in him.
I also think the whole "world war 3" thing chronicled in the opening montage of MM2 works as a surprise because the first MM never elaborates on why gang crime is so out of control and the social decay. "Oh, so that's why everything was crazy" kind of thing. Also taking you from country towns in MM1 where there's still pockets of law remaining, to brutal rural outback, years later, where there's no law and *beep* 's insane is a cool transition.

I think I agree. I tried watching Mad Max and Road Warrior in order, but found myself liking Mad Max only a little bit. A decent film, but I always thought Road Warrior was a superior film.