I played with a guide and got Vincent, and there's a significant *enough* chunk of his backstory with Lucrecia in FF7 proper to make the whole game make a lot more sense, but the Complication canons do add a significant amount.

(Speaking of Complication: KJ, re: Crisis Core, it was a lot of fun, but knowing that the end is coming does not make it suck any less when you get there. In fact, it possibly sucks more.)