You could ease into baroque with concertos by Handel, Vivaldi, Bach and Albinoni. Analekta has a good disc of Vivaldi string concertos with Angèle Dubeau and her Stradivarius. They also have a killer Handel recording with Karina Gauvin, listen to a snatch here:
UHF magazine's Analekta pageYou might also like Purcell, the more joyous things with brass to start with (Odes and Welcome Songs), and Haydn, the cello concertos maybe. There are millions of recordings of these, my favourite being the one with Iona Brown conducting and Truls Mork on the cello (Virgin).
I also think solo piano is a good way to get to know a composer. Listening to pieces from different periods, from Bach to Keith Jarrett, you get a feel for how different times led composers to work with the same limits in different ways. It's amazing how contemporary a Haydn piano sonata can sound.
Oh, and don't forget the late Schubert trios.