Should I play Metro: 2033 before Metro: Last Light?
I have just passed Metro 2033 and have started Last Light today. I can say for a fact, that you will feel confused and not so involved in the story line without playing Metro 2033. Metro 2033 is the prequel of the series. Based on the book Metro 2033. Both games are pretty darn good. Metro Last Light doesn't give much backround of what happened in the prequel just the last mission which isn't much help. The game shouldn't cost to much so if you can-I know times are tough get the game!
Conclusion-Yes you should play Metro 2033 before Last Light as you will feel confused-to a large extend.
Game Metro 2033 is adaptation of the book by same title, and it's very close to the original. In other words, if you want to understand what's happening in Metro Last Light, you should either play the game or read the book. I'd actually recommend that you do both, starting with the book. Metro 2033 is great game, but obviously doesn't explain the story as well as the book.
OTOH, Metro Last Light, was originally going to be called Metro 2034, but the title has been changed, as Last Light story has nothing to do with the book Metro 2034. story.
I played last light before I played 2033 although some of the points were confusing as I had missed vital plot points in the last game but I really enjoyed last light and most of the plot points were covered in visions or were explained by the npcs or voice overs. I would recommend playing 2033 first but its not 100% needed