Welcome to our thread!
DMD is firstly divided into episodes, known as updates. The first 14 updates, together, form Chapter 1. Each update is a story continuation from the previous one. So it is VERY HIGHLY advised that you start from the beginning. That is called "Chapter 1" but will automatically give you those 14 updates in proper order.
Chapter 2 only exists because the overall download quantity was getting huge. Just yesterday, fans received the 5th update of Chapter 2 but 19th overall (0.19).
Go to page 1. As part of the first post, click on Chapter 1. Find the compressed version (this reduces download quantity a LOT). Make sure to also get a walk through. Remember to make LOTS of saves for yourself, preferably before a big in-game player choice.
If you have any problems, feel free to come back to the thread and say so.
I hope this helps.