Should I start my second book first?

I'm going to assume that you want to make writing your career and make a living from it, and not just publish some books for the fun of it. I'm also going to assume that you're writing novels and not non-fiction.

In this case, I would it depends on how fast you write. When you publish, and especially self-publish, you generally don't want too much time to pass between books. Ideally, you will want to market and push your first book as much as possible, and have your second book ride on that wave.

There are different opinions of what the sweet spot is, some say you should have three novels ready to publish, other's say to have no more than a year between novels.

Personally I believe that it's best to launch your first novels in quick succession of each other and build up a reader base, once you have readers that are loyal to you and remember you and your novels, then you can start to slow down and do the one novel a year thing. Of course if you're G.R.R. Martin, different rules apply. ;)

Why do you need someone else to tell you that first comes before second?

No, start your first book first then start with the second book when the first book is finished.

Put your book up as soon as possible, you're not going to make sales if it's sitting on your computer.