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Yes, the order matters, if you are interested in getting the most out of the plot. You can play the games in isolation, especially the last two, but if you have the option to play them all in order, you should try. If you are the kind of player that gets into the backstory and history and such, you'll enjoy them more played in order.
At a high level, the overall story arch (the "Assassins vs. Templars") story plays out from game to game, and while you will pick up enough from the early stages of each new game to figure out the big picture, the story makes more sense if you follow from the beginning. You will understand later games better if you already know what's going on, both in the past and present, with that "big war".
At a lower level, several of the games tie together into "mini-series" that you should definition play in order.
For example, the main character in the early games is Desmond Miles, who appears in Assassins's Creed, Assassins's Creed 2, Assassin's Creed: Brotherhood, Assassin's Creed: Revelations, and Assassin's Creed 3 as the protagonist. (Desmond also gets mentioned in Assassin's Creed IV: Black Flag, though he's not the main character anymore.)
The early games are also grouped together into "sagas" that focus on a specific time period, following the life of one of Desmond's ancestors in the past. The "Ezio Saga" (Assassins's Creed 2, Assassin's Creed: Revelations, Assassin's Creed: Brotherhood) follow a single character over their lifetime. The "Kenway Saga" (Assassin's Creed 3, Assassin's Creed IV: Black Flag, Assassin's Creed: Rogue) all take place during the colonial period, and tell the story of Haytham Kenyway, and his father, and how they became involved in the Assassin's War.
The last two games, Assassin's Creed: Unity and Assassin's Creed: Syndicate, are more stand alone, but again, you will "get" the games better if you understand all the backstory that came around in the earlier games.
