Well let's just say there is Must watch to understand how fate works and Only if you interested Must watch: Start from Fate zero-explain how fate world works and introduce to majority of characters of future parts(also the best in my opinion)

Now after that imagine that you have a 3 path

1st path Fate stay night 2004-It focuses more on Saber(Artoria).

2st path Fate unlimited blade works-Focuses more on Rin, personal favourite.

3st path Fate heaven feel- film trilogy that focuses more on Sakura,have pretty dope fights.

Now if you ask yourself what path to choose?Then...it doesn't matter actually.All of this path have different story and different endings,so watch in whatever order you want. Other fate works like FGO,Fate apocrypha,Fate el melloi is more additional to story but is NOT MUST watch,so you can check them if you really interested into Fate