The means you'll get some content in the second game depending on stuff you accomplished in the first. Apparently:
- Unlocking the "Completed Act 1" achievement in GoW unlocks Anthony Carmine in GoW2 multiplayer.
- Unlocking the "A Dish Best Served Cold" achievement in GoW unlocks General RAAM in GoW2 multiplayer.
- Unlocking the "Time to Remember" achievement in GoW unlocks Minh Young Kim in GoW2 multiplayer.
It doesn't seem to be known yet if you can unlock this content from the sequel if you have to complete these Achievements in Gears 1 to get the new goodies.
All will be clear soon enough, no doubt.