Meanwhile Baldur's Gate 2 was also a direct sequel that continued the first game's story, but it starts like this:
- some weird creepy dude performs torturous experiments on you
- he tells you that he's doing this because you're the son/daughter of a god
- you have to escape from captivity
It's cool. It tells you the most important plot points (you're a Bhaalspawn, that makes you special and powerful, but also motivates some people to work against you). Short and concise, you know what's going on, the details that don't matter aren't mentioned until they matter. You are introduced to the main antagonist within the first minutes of the game. Nobody throws exposition at you, everything is experienced by your character directly. The only thing you're told is "You're a Bhaalspawn". The torture you are subjected to is shown in a cutscene. You explore Irenicus' lab and pick up notes and books along the way. You exit the lab, there's a fight with cowled wizards who take Imoen in for using magic. Your goal is to get her back and get revenge on Irenicus.
Zero exposition. Only directly experienced plot that gives you an incentive to go forwards.