All of the games are good for their own reasons, so it’s tough to recommend one over the other. However, FE1 isn’t a game I would necessarily fawn over because it’s very clunky and hasn’t aged well, it is mostly good for just the novelty and the benefit of saying “I’ve beaten every FE game”. Otherwise, If you want to experience the War of Shadows and want to experience the old fashioned novelty, I’d go with FE3 book 1, to be honest. However, FE3 book 1 does remove content from FE1.
FE11, while is a faithful remake, it also adds some nice features that separate it from FE1 and 3 book 1. It adds many quality of life changes, reclassing for nice replay value coupled with the large cast, forging to fix the inflated money issue, a bit more backstory and dialogue in general, nice musical renditions, and is overall a quick game to run get into. However, one thing that I dislike about FE11 is the horrible balancing. The addition of a weapon triangle does more bad than good and obsoletes sword users past chapter 4. The weight system is also unnecessary, I feel, because all it does is make the early game more difficult than they already are, as weight works the way it does in Tellius with strength functioning as constitution. Also, as much as they add extra dialogue in the game, 90% of that dialogue is used to build units like Marth, Caeda, and Nyna and leaves a lot of characters just as blank slates, and a good number of the cast just flat out have no lines of dialogue. FE1 and 3 had an excuse because those are older games on older hardware, but FE11 doesn’t. Overall it’s a decent game.
FE3 Book 2, in my opinion, is the second best Kaga game after Berwick Saga. I hold a soft spot in my heart for FE3 as it was the first FE game I beat. It fixes most of the problems that FE1 suffered from like balancing mounts, balancing 1-2 range, buffing magic, expanding a bit more on characters (although not much), and having a somewhat difficult endgame. I love the art style of the game, the portraits and expressions really give life to all the characters, compared to FE11 or 12. Book 1’s music is kind of meh, but book 2 has great music. However, like FE1 the game suffers from being a bit slow and is known for being one of the easier games in the series. The maps, for the most part, are decent, but there are also a lot of stinkers with either awkward map layouts, or extremely low enemy density.
I’m going to say this now, FE12 is my favorite game in the series. It remakes one of the best games in the series and fixes the problems that it initially had, as well as fixing most of the problems Shadow Dragon suffered from. It adds in a support system so you can actually learn more about units like Caesar, Vyland, or Tomas (unfortunately, 90% of the supports are used up on the avatar). I also love how they added many previously cut or new characters in FE12, bringing the roster up to a whooping 77 characters, which in my opinion adds nice replay value. It expanded on the reclassing feature, it managed the money inflation issue and made financial management an actual thing, and it balances the classes quite well to where every class (except Warrior) has a particular niche or fulfill some role. You can’t just cap out a super strong Paladin and send them into a fray of enemies with a javelin and slaughter everything, you actually have to think. The different difficulty modes each feel like unique games in themselves while also serving as a primer to help the player learn how the game works for the harder modes. Normal mode helps new players get into the games in a relaxed way and shows them the ins and outs of the game. Maniac mode forces the player to understand how the enemy ai works and teaches them how to minimize damage taken and how to optimize damage output. Lunatic mode builds upon maniac mode but now you have to manage your money even more due to the lack of the silver card, finding out how to clear maps without warp, and learning how to take out extremely powerful enemies with more than just stats. However, I do have some grips with the game. I personally don’t have much hatred for Kris, they’re just a self-insert who inserts themselves really awkwardly, however many people strongly dislike Kris to the point where they ruin the game for them. One other thing is that I’m one who prefers the more colorful and cartoonish art style of FE3 over the more darker realistic look of the ds games. Also, I won’t spoil anything but there are a few points where FE12 outright retcons significant arcs or events that happen in FE3 and it just feels awkward and weird.
So overall, I’d go with FE11 then 12, FE1 then FE3, or FE3 book 1 then book 2.