It happens to be the first P.K. Dick novel I read, but that's not the reason I recommend you also read it first. It's a really interesting read -- the story of a round-robin series of extremely subjective worldviews shared in succession by a group of characters, and is orderly in structure. This one is an excellent introduction to Dick's fascinating kind of psychological surrealism.
Another one I'd recommend highly as an introductory Phil Dick novel is "Time Out of Joint." The delirious disorientation I felt as Ragle Gumm saw a lemonade stand shimmer and disappear before his eyes, and found himself standing with a scrap of paper in his hand reading "lemonade stand" was a hint of the delights to come in this strange story.
"Man in the High Castle" is also a great story, one in which the U.S. has lost World War II and the country is divided between Japanese (west of the Mississippi) and Nazi (east) occupations. The character of Mr. Tagomi is one of the most interesting and complex in Dick's writing. It's also fascinating to know that Dick consulted the I Ching (completing with tosses of the yarrow sticks) for guidance as he began each chapter. Dick once wrote that as he was working on this novel, he was so immersed in his own fictional creation that he took a break and walked out on his driveway one evening, and had a conversation with what seemed to be a very real Mr. Tagomi.
"Ubik" would also be a good first choice -- the humorous "ads" at the beginning of each chapter are a nice treat. (Dick had a sardonic wit, something that's not often as appreciated as it should be.) And in "Ubik" you have a story that's simultaneously a mystery, a wild surrealistic ride, and a heroic struggle.
I've read a lot of his stuff, so I could give you more, but these are excellent first choices.
I envy you as you embark on the many fantastic discoveries that await you in the worlds of Philip K. Dick!
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