I'm just a little confused. Got JJ2 on a free giveaway, but it claims I already have it. The only thing that I note is that I have JJ2 - Secret Files - is this actually Jazz Jackrabbit 2, or some sort of spin off thingy?

The Secret Files was an expansion released about ten months after the main Jazz Jackrabbit 2 game, but because it includes all the original release's content as well as some more stuff, GOG distributes only The Secret Files and not the original release.
In modern terms, you could think of it as being DLC, even though it wasn't distributed that way in 1999.