I recommend the animated Clone Wars and Rebels. They fill in most of the gaps between Ep 2 - 3 and Ep 3 - 4. The Clone Wars animated series ended a little awkwardly and didn't resolve some of the ongoing threads at the time because of the Disney acquisition of Lucasfilm. The new episodes are supposed to finish up the leftover story arcs. There have been easter eggs from both series in Rogue One and the new trilogy, so can give you even more understanding of the "new canon" for Star Wars.