Streets of Rage 2 starts up by giving you a quick background on what happened previously, and then thrusts you right into the action.
Now that Adam has been kidnapped, you have his kid brother “Skate” taking his place, and the muscle bound wrestler Max as the power hitter of the group joining in. Again, you get some variety of the selectable characters and Skate is so fast that he basically changes the way you effectively play the game, and Max is crazy slow, but if you are doing a co-op run, Skate and Max make a amazing team, as Skate can round up everyone in a corner and then Max comes in and knocks everyone out in half the time. It’s all about what playstyle you want. I myself use Axel in a single player runthrough because I find everyone else not rounded out enough to beat the game.