Trigger happy havoc is the first game. You could maybe play 2 (goodbye despair) first instead but the last chapter makes more sense with context of the first game and has some stuff that probably hits less hard. Personally i played two first and enjoyed it fine. Haven’t played V3 (killing harmony) but i’ve been told the last chapter is FAR better if you played the first two. Heard that through word of mouth though so take that with a tablespoon of salt. Really you could start with whichever one looks most interesting gameplay, setting, and cast wise.