It's pretty hard to say what to begin with. I'd start with "The Formation of Damnation' and "Practice What You Preach", then "The Ritual" and "The Gathering", then "The New Order" and "Low". Or get "Signs of Chaos" (compilation, from 1997) or a live album. Anyway, you'll get them all eventually. If you like heavier stuff, get something from 1994 til now (Low, Demonic, Gathering, Formation), if you like more classic stuff get one of the 1st five records (Legacy, New Order, Practice, Souls, Ritual).
oh, and be sure to get back here to tell us what you've chosen and if you liked it