The first Pratchett book I got my hands on was a thrift store copy of Jingo, and I immediately fell in love. My older sister read Discworld books, and she told me to read Colour of Magic and The Light Fantastic next, which I did.
Maybe it's because Jingo still holds a special place in my heart, but I think my favourite is any book that features Sam Vimes. Night Watch, Guards! Guards!, Men at Arms. The one where Carrot's origin story in the dwarf mines is described, cant remember which book it is.
Sam Vimes, and Rincewind.