All three are great - each one a bit different.
1. Lucidity. Fits squarely in the Within Temptation mold. At this point Lucidity was a studio project. Charlotte handled most of the vocals but there were a number of guests on the album. If you like the symphonic/gothic larger-than-life metal genre its a great album.
2. April Rain. Delain is a full on band. Charlotte is clearly the frontwoman of the band. Tunes are a bit catchier, production is better. From beginning to end a masterpiece.
3. We Are The Others. A further extension of April Rain. Its even more polished, meaning a bit more commercial. Its also their heaviest album.
For my personal taste I think each album is essential. If I was going to start with one I would probably go with April Rain.