If I haven't played the first 2 games, am I missing much?
I would say yes, definitely, at least in the case of Shadow of Chernobyl. Clear Sky I'd recommend too, but it's not as important to the STALKER story as SoC, which is basically the entire basis of the series, the STALKER who deactivated the Brain Scorcher and opened up the center of the zone.
Basically, Clear Sky explains how Shadow of Chernobyl happened, and Call of Pripyat is the aftermath of Shadow of Chernobyl. Without SoC some things in CoP will just fly right over your head, like who certain people are.

Edit: On the note of CoP Complete, I gave it a try and I'm having crashing issues too, though turning the settings down seems to help. As it stands now, the game runs but crashes if I try to main-menu during the game with settings at all min, save textures/object detail at 75% and View distance at 100%; static lighting. I have no issues with normal CoP crashing with all settings maxed; save the lighting being on static. I'll turn the settings down further when I later get a chance to try it again, but for now I shall sleep.