Start with Imperishable Night for sure (by far the easiest), then try either Perfect Cherry Blossom or Mountain of Faith (second easiest). After that you can start getting a bit more ambitious and try out Embodiment of Scarlet Devil, Subterannean Animism (hardest one imo), Undefined Fantastic Object, or any of the newer games since.
Hell if you grab a PC-98 emulator you can even mess around with the older games. Lotus Land Story/Mystic Square are worth playing at the very least, and it's pretty cool going on a virtual touhou history lesson.
Also Yuyuko best 2hu.