Do I have to have played Pillars 1 to play Pillars 2?

No, you do not! Although Pillars of Eternity II is a direct sequel and we feel your enjoyment of the game may be increased if you've played through the first game and its expansions, you're able to start fresh, and you can choose major decisions at the start of the game as if you had played through Pillars before you venture into the Deadfire without much back knowledge.