Per @LastAstronaut, my recommendation for starting out is The Player of Games.
Use of Weapons is harrowing - I think it’s very good but it’s not as ‘fun’ as his others.
Excession is my favourite sci-fi book of all time, but I would advise having two or three of his under your belt first, just to set the scene for its protagonists (not because of plot points, just to get your head in the right place).
Beyond that, they’re all pretty wonderful, with ‘Matter’ generally considered weakest.
There’s also an argument to be made for ‘Consider Phlebas’ as the starting point - that was the first book and where I started, but PoG is an easier read.