My first was Reaper Man, which isn't a bad place to start. Better from a context point of view to start with Mort perhaps, but not necessary.
His take on Death often fills the role of the outsider, trying to understand us and by doing so exposing our oddities, much like Data in Trek and other such characters. Possibly that is why the books that feature him heavily are some of my favourites.
Though it's worth noting that him learning that sympathy is actually a plotline across several books, and at the very start of the series he's more of a cold and stereotypical Death figure.
His take on Death often fills the role of the outsider, trying to understand us and by doing so exposing our oddities, much like Data in Trek and other such characters. Possibly that is why the books that feature him heavily are some of my favourites.