When I played Shenmue II for the first time, I liked it but was slightly disappointed because I expected more of the same from Shenmue I, and the tone of the second game was different. But, in retrospect, I think that change is totally justified by the story, and what the series needed.
You will be in a bigger city, totally new to you, with a pretty different culture. Thus you'll be surrounded by lots of people that will feel more "anonymous", losing some of the cozyness of the setting of the first game. But, at the same time, the bunch of new friends and contacts you make there will be much more important to you, since they are everything you have there, your anchor to that world. And so your relationship with them will be stronger and more profound. Try to interact as much as possible with them and the payoff will be big.
Nowadays I think Shenmue II is clearly the superior game of the series. I envy you for discovering it for the first time.