Ya, read which ever appeals to you most. But if you'd like suggestions: I think starting with one of his earlier plays is best. Titus Andronicus is pretty straightforward, is full of gore, and has a hilarious, "I did your mama" joke. The Comedy of Errors is also a straightforward read, and funny. The Merry Wives of Windsor I would also consider an easy read.

Read slowly, following the rhythms and cadence. Read aloud if need be. And don't sweat it if you need to take breaks. Billy can be dense. Try to feel the meaning--don't to try to intellectualize it. People get bogged down sifting through what they feel must be multidimensional, which it is; but that doesn't help for a first time reader.

Most important: Enjoy. And if you don't. That's okay. Try a different play.