Watch Season 1 with attention to the trailer (Nick’s inherited mobile library of Wesen lore) and Monroe’s explanations. The season finale’s cliffhanger directly leads into Season 2’s exploration of the royal families, the resistance, and the true cost of being a Grimm.
As of this writing, Grimm - Season 1 is available on: Grimm - Season 1
Watch the entire season in order. The mythology builds episode by episode. Skipping "The Thing with Feathers" means missing the introduction of the Siegebarste (trolls), who become crucial later. Watch Season 1 with attention to the trailer