There are books on the subject, and lots of advice online regarding orchestras, conductors, their interpretations of the composers, tempo choices, and the sound quality of the recording. The Penguin Guide is very useful. But only you can say what moves you emotionally and intellectually. Do you like the music of Vivaldi? Of the Baroque masters, Bach is supreme in my opinion, but maybe you will find Handel compelling, or Monteverdi? One must reckon with Mozart, but pay attention to Haydn too. Beethoven is the universally acknowledged Titan of the Western musical canon, but Schubert and Chopin are not to be ignored. Some people flip for Wagner. I love Brahms and Mahler, but Bruckner, I don’t get…etc.
Here are a few starter suggestions:
Vivaldi: The Four Seasons; JS Bach: The Musical Offering, Mass in Bm. Mozart: Clarinet Quartet, Gran Partita Serenade K.361, Piano Sonata K.331, Symphony #40 in Gm. Beethoven: Symphony #3, 5, 9, Quartets Op.59, Piano Concerto #4, Waldstein Sonata, Moonlight Sonata. Schubert: The String Quintet in C, some Lieder sung by Dietrich Fischer-Dieskau, a late Piano Sonata. Chopin: Piano Sonata #3 by Emil Gilels on DG. Mendelssohn: Violin Concerto, Symphony #4. Brahms: both Piano Concertos, Symphony #1, Violin Concerto. Mahler: Symphony #2, for starters, #6 if you like that, and the rest if you are still enjoying. Strauss: Also Sprach Zarathustra; Stravinsky: The Rite Of Spring; Bartok: Concerto For Orchestra; Gershwin: Rhapsody in Blue; Varese: Ionisation, Equitorial on Nonesuch.