First things first—if you haven't already checked it out, D0: Hollow's Last Hope is now available as a free PDF download right here. What are you waiting for? It's free!
Ahem. We now return you to the topic at hand: module letter designations.
Well, no, actually. D2 is completely unrelated to D0 and D1. On the other hand, E1 is set in Falcon's Hollow, the settlement that serves as the starting point of D0 and D1. Confused yet? Let us help sort out things a bit.
These alphanumeric designators hearken back to the old way of numbering modules from the earliest days of RPGs. With a few exceptions (the A, D, G, and Q series, for example) the older module lines used their alphanumeric designators to denote adventures of a similar nature that aren't related. Don't think of any series designator we've announced so far as being a set of sequels you can run one after another. Consider each adventure separately unless it specifically calls itself a sequel to an earlier adventure. The designator is just there to tell you what kind of adventure to expect, with the number telling you the order in which we published it.
What, then, do the designators mean?
D is for Dungeon. These adventures take place primarily in a dungeon, whether that means an underground complex or some other kind of self-contained area for PCs to explore.
E is for Event. These adventures focus on some kind of event you can place anywhere you want, such a jousting tournament, a royal wedding, or (as in the example of E1) a carnival. Although all E adventures will be set somewhere in our campaign setting, they are the easiest to place anywhere you want or need them.
J is for Journey. These adventures either focus on a journey to some exotic locale or else deal with what you find once you get to such an interesting place. (J1 takes place in Osirion, the Egypt analog of Golarion.)
U is for Urban. These adventures take place in cities and focus on the kinds of adventures you can only have when surrounded by thousands of other people. (U1 occurs in a wealthy district of Absalom, one of the largest cities on Golarion.)
W is for Wilderness. These adventures occur in the wild places of the world. You might have a hint of civilization in a W adventure, but the main focus is on the untamed areas. (PCs in W1 attempt to civilize Bloodsworn Vale.)
C is for Cookie. That's good enough for me.
At some point in the future we will undoubtedly release modules that belong together in a series, at which point we'll likely give them their own designators. There have been whispers of an M series, for example, wherein Erik Mona creates several linked adventures set on our southern continent. And, of course, sequels to previous adventures in a series might occasionally crop up. We'll make sure to make that very clear when it happens.