[hesperiidae]

Yeah, it does take its time to build up, but in my opinion that just lays a stronger foundation for the latter half(-ish) of the book.

Use of Weapons is more than a decent intro, but I'd still personally recommend The Player of Games since it isn't as deep and heavy in comparison, and the narrative structure is simpler.

Of course, YMMV, but I started with TPoG, and reading UoW right after it was absolutely fantastic. I guess my biggest concern with recommending UoW as the starter would be that it might diminish TPoG, which I'm fond of, but I don't know if it actually would, since they're connected pretty much only bound by the setting.