Depends on how oriented you are. If you haven't listened to much it's good to start with easy themes and motifs, so maybe Dvorak's 9;th, Strauss: a hero's life, sibelius 2;nd, or tchaikovsky 5;th or 6;th.
Look for a different performances and find one you like. It helps to look for conductors you like. I think osmo vänskä, leonid bernstein, herbert blomstedt are good for romantic music, and christopher hogwood/jordi savall is good for baroque/wienerclassical music.