I was actually introduced via the Second; the classic Solti Chicago SO on vinyl is imprinted on my teenage memory patterns. After I got to know all ten, it just seems to me that the Fourth captures a lot of the mature Mahler and is at the same time highly approachable.
I agree that the First is also approachable, but parts of it still sound a little as if written by a Mahler still learning the craft.
I have multiple, multiple recordings of all except of 7 and 8--one each I think. I never even remotely warmed to 8. 7 I never understood, and apparently I still don't. To me it just doesn't seem to move beyond anything that he achieved in 2, 3, 5, 6. Kind of drab or not really knowing where it's going. He's back on form in a big way in 9. And there are some excellent completions of 10.