Your Story is the rules. It describes how to make characters and what the powers do.
Our World is the settings book. It describes what creatures exist and summarises most of the characters who have appeared in the books and short stories. Even without reading Your Story it will give you an idea of what and who exists in the world.
If you're looking for a reader's guide to the DV read Our World first, otherwise you probably want to read Your Story first.
Richard