Hard question to answer because it is very subjective. Personally, I started with both the Golden Dawn and the Gallery of Magick. I found stuff like the LBRP and practical magick to be quite effective in getting me hooked on magick in generally. But you really need to look over what is available in order to see what gels with you properly. Not every magical system is a one size fit all for everyone and there are many to choose from, even within the western mystery tradition overall.
But if you were to choose something, I would start with something meditative first. Being able to train your mind for magick will be helpful no matter which magical system you choose. Most magical systems do have a meditative component to it, but I think those parts are usually quite shallow in most parts. So getting deep into meditation, especially something like Buddhist meditation or Raja yoga, is a great way to get started. Then you can pick your own magical system based on what you like.
But if you had to choose something from the western side, then I would either choose something like Initiation into Hermetics (IIH) or even Chaos Magick. I practise IIH and have spent a lot of time getting to know the system. It is comprehensive, has a good meditative component, and is an excellent compliment to any magical practice. It is fairly non-dogmatic from a religious standpoint, but it still fits quite well into an Abrahamic framework if that is your thing.
Chaos magick is even less dogmatic and I think would teach you a great amount of fundamentals that are common to many magical systems. It is the bare bones of any magical system and it will give you great understanding into magick in general. A book like "Condensed Chaos" or Liber Null will be a great introduction into this.
But again, read around and explore. See what you agree with the most and take that as your chosen practice. You cannot pigeonhole things that don't work for you.