It depends entirely on you. The first Discworld novel is The Colour of Magic. But, no you don't have to start there. The books are several series within one, with seperate groups of characters in each series. Like The Wizards group (which loosely includes Rincewind, the 'hero' of The Colour of Magic); then there is the Guards series, the Witches series, the DEATH series... plus a lot of individual books that contain characters from all the series and some with characters from none of the series (or at least, very few)...
Read the blurb on the cover and choose.
The Wizards are nutty, the Guards are nutty and .. strange.. and.. steadfast... the Witches are wonderful and nutty and strange and sometimes scary... DEATH is terrific and so is his daughter and his horse Binky...
Some books are better than others, but they are all pretty damn good. And if you like laughing you will enjoy 'em all.
Oh, PS: some of the series within the series DO have a set chronological order, but it doesn't much matter if you don't follow it. Just that if you read the Guards, for example, out of order, sometimes you will find Vimes married, with a child, sometimes courting, sometimes single.