My friend Raina (a librarian) recently mentioned in a book review on Goodreads that the first book in a series has to be extremely good if she is going to read any sequels. I found this interesting because this is absolutely not the case for me. A book only has to be moderately enjoyable if I'm going to continue on in a series. If I like even a single character, or if the plot is remotely interesting, I feel compelled to find out what happens next.
Is this a bad thing? Sometimes, like when it results in reading terrible novels (His Dark Materials 2 & 3 come to mind), but for the most part I prefer it. Sometimes it takes more than one book to really appreciate the depth of a character, or the subtleties of a plot. Plus, I hate to think that I might miss out on a great sequel because of a bad first novel.
Regardless, this is all a moot point when it comes to Catching Fire. The first volume in the series (The Hunger Games) is excellent. No doubt if you read the first book, you've either finished the second already, or are already planning on it, and don't need me to convince you.
Then again, perhaps you are the type of reader who doesn't just need the first book to be excellent, but you need to know that all the volumes of a series are worth it before you even start with the first. If that's you, rest assured that the first two (# 3 isn't out yet) are worth your time. Full of action, adventure, realistic characters, and exciting plot twists, both are flat out fun to read. I highly recommend giving this series a shot. For more information on both books, see below: