Easing into Mahler.
I recommend starting with #1. If not that, #4. Or 1 and 4 more or less concurrently.
If you like emotional, late-Romantic music, move on to the slow movements in ## 5, 6 and 9.
After that, I'd say it's time to tackle #2.
Now you're hooked (hopefully).
Move on to #3, then all of ##5 and 6 and 9 and 10 (try one of the completions).
My least favorite (personal preference) are ## 7 and 8.
I cut my teeth on Solti, but it's hard to go far wrong with Bernstein, provided you don't like your music too teutonic.