Question about Hellboy chronology
So I'm reading Hellboy, Vol. 2: Wake the Devil and I have a quick question. In it, Hellboy and Abe are talking to each other on the plane to Romania and Hellboy references his trip to East Bromwich. There's an asterisk after that and a footnote at the bottom of the page saying this happened in The Chained Coffin.
As far as I can tell The Chained Coffin is volume three. Should I be reading these in order? Why are they referencing something in a future volume?