I'd start with combat evolved as it is the first game in the series, but it hasn't aged well when it comes to map design as there are many copy & pasted rooms, layouts in the campaign and sometimes even the multiplayer, but it is still a wonderful game with a lot of replay value due to its amazing enemy AI.
BUT if your planing on buying it on steam, MCC will get its games monthly or yearly, so they will release the games in chronological order going: Halo Reach, Halo Combat Evolved, Halo 2, Halo 3, Halo ODST, Halo 4. (though Halo ODST is set between Halo 2 and Halo 3)
another thing is that you need an Xbox live account to play online for PC I think.
and if your'e gonna get it on console, you have to buy ODST and reach's campaign and firefight mode separately
welcome to Halo newbie!