Terry Pratchett's primary character is Discworld itself. It's like a toy box he builds his metaphors and parabels with.

And the best way to experience that character is to read the whole series sequentially. To see all of its facets from the rural to the exotic to the urban.

If I had to pick any line of novels, I'd pick the Watch/Vimes and Industrial Revolution novels. because they take Ankh Morpork from a low fantasy setting into the industrial revolution and that's a very interesting and unique process for a fantasy setting. Also the part of discworld that is most relatable to our lives.