So long as you've unlocked the writers notes, if you reset your save from the settings menu so that you're back in the starting cave, you should be able to go through an extra doorway to the south of the starting room, which'll let you skip to whichever loop you want. ( Although you should start on loop 0 anyway. )
I don't know if I should outright spoil the story of the game, but you're 100% right about loop 1 being before loop 0, time/history manipulation is supposed to be a big theme. (Loop 2 is you getting unlucky like Cronus warns & becoming who you see in that room during the other loops) There are some extra clues that you can find here or there if you haven't, for example, you can bring Cowboy to visit the scared guy to learn a little bit more about them; although the story is moreso intended to be allegorical.