I'd just start at the beginning with the Collection. Pretty sure the stories connect but even if they don't, seeing the mechanics evolve backwards or out of order can be annoying. Like you start with 4 and then when you play 2 or something and a mechanic isn't there that was nice, it kinda kills the experience. Starting from the earliest point and working up makes it feel way better as they begin to nail down and improve things.
But that's just me.