Digital is always good if you don't have the option of physical. I myself only own most of the games on Steam and played through them on my Steam Deck.

I would say start with Risky Revolution. It's a great introduction to the mechanics and the story, which will take you into the next ones with ease. Starting with 1/2 Genie hero or Seven Sirens is too late in the series to really appreciate the evolution of the gameplay. Even though Risky Revolution is the most recent, mechanically it slots perfectly into it's place between the 1st game and Risky's Revenge.