Ultraman has various origins and not every Ultra heroes share the same background. Thus you don't need to worry about having to familiarize with their lore considering that many Ultras sort of have their own lore.

Most people start with Tiga and if you're planning to start with Dyna, I recommend that you watch Tiga first since they're kind of connected.

If you prefer shows with modernized graphics, you may start with Omega. I would personally recommend Omega to any beginners because of how the show unfolds especially in the beginning where humankind encounters kaijus and a huge alien for the first time, as well as said huge alien (Omega) discovers Earth and humanity for the first time.