The Etrian Odyssey series does not have a continuous story, EO2 does offer a few bonuses of sorts if you enter a password that you receive for beating the first one, but they are not that big of a deal.
Hello, I'm Odd_Orange (or just Odd). I wanted to join a Pokemon forum and I like this one a lot, so I joined! I've been playing Pokemon since R/B and I am looking forward to X/Y.
-Odd