There is no bad way to start. There is only "You started playing a VN" or "not at ALL".
I know it just that people(at least that i know of)judge WAY too much especially when it to comes hentai.....anyways since i dont wanna get off topic ill just shut myself up
Mine was Saya no Uta, a pretty violent start. I'm fond of horror stories with psychological issues though, and enjoyed the plot (though some scenes were barely bearable).
I think mine was either a drug that makes you dream, or cross channel, the first translation.
My gosh, it's so nostalgic just thinking back on them both. They were, and still are so unique in their own way, and have that new book feel where you really don't know what will happen on the next page. The story one, two, then pages away can be completely out of what you had expected to start with.
Mine was "Ore wa shujinkou". Got the impulse to play eroges from watching OreImo's first season, and well, the gameplay was just "skip-skip-skip-save-choose-skip-skip", as only a japanese version is available for Android (and the only choices you have to make are do you want to get into H stuff with one character or the other). Quite satisfied with it, it even includes the girls with cute maid dresses =w=.
Addicted to eroges since then.
The first eroge I played was Xchange. The gender-bender plot twist interested me and held my interest until the end. I forgot which ending I got, this was many years ago. After that all I played were flash based erotic games until I played Bazooka Cafe. I really enjoyed Bazooka Cafe. The characters seemed more fleshed out and real than other hentai games I had played.