Ooooh yeah don’t bother with Ghosts. He’s been going for ~40yrs and his Ghosts stuff is more like his creative common free music he gives to people.
I started on With Teeth album but his top albums are often considered to be Downward Spiral and Fragile.
If I was you I’d listen to Downward Spiral, the Fragile then With Teeth. After that maybe try Pretty Hate Machine which is slightly more dark-poppy-shynth-wave.