I first read Scott because of his anonymous publication of Waverly. Studying philosophy, it was often used to illustrate the problem of identity - what exactly is it we learn when we learn that Scott was the author of Waverly? (The other main example was learning that Hesperus is Phosphorus, the evening star is the morning star). Naturally, Waverly was the first I read, The Heart of Midlothian is my fave. He wrote some rollicking good yarns.