So basically the 2 wire setup is the same as the 1st light on the left in this diagram? 1 wire coming in, 1 wire going out to the next light? Then the wires to the actual light?
In its simplest form, turn off the power, disconnect the black, white & ground of the existing light, then attach the black, white & ground of the new light. Do the fixtures have a recessed box where all the connections are made? Or are the wires connected together inside the fixture?
The new recessed fixtures will come with a small attached box where all the connections are made. You may need to buy clamps, I buy the ones that allow 2 wires under the clamp
Wire gauge on 15a circuit = 14 gauge - so you will be using 14g wire Example of wiring