I think Game 1 is a must for Phoenix. More importantly, I think the Suns need to win the 4th quarter of Game 1. They need confidence they can close out the Spurs from Game 1. If the Suns, say, take an 8-point lead into the 4th quarter and merely hold on for a 2-point win, it's just as damaging to them as losing. The Suns took 4th quarter leads into 3 of 5 games against the Spurs in 2005 and won only once. They took 4th quarter leads into 2 of 3 games against the Spurs this season, but lost one of them in OT (first one in San Antonio).
FWIW, the Suns are historically bad in Games 2. I have no idea why.