What is a good intro to "Mahler"?

From used specialist dealers you can probably find:
Mahler 3 Horenstein Unicorn pressing. Not Nonesuch.
Mahler 2 Klemperer EMI pressing NOT Angel.

I think you should not limit yourself to vinyl Mahler. I own almost all of the Mahler that was issued on LP since I bought my first Mahler LP in 1964. In my earlier years I made a point of listening to every Mahler symphony recording and I bought most of them.

By 1964 there had been about 30 commercial recordings of Mahler symphonies. By the early days of the CD (1986) the number had grown to 300. As of 1997, the date of the latest Smoley Mahler discography, the number was around 1000!

Probably around 100 are really "must listen" performances if you like Mahler. While for each of the symphonies there is a truly great recording available somewhere on vinyl, many are either truly or practically available only on CD.

Furthermore, without starting another vinyl vs. CD flame, many of the CD reissues clarify Mahler’s orchestral textures over the original vinyl issues. This is particularly true if you only have domestic pressings of European recordings. This conclusion is based on direct comparisons listening with a score.

By sticking to vinyl you cut yourself off from some truly marvelous performances.

Perhaps you should rethink your position re the music. My CD and my vinyl rigs are both into the five figures and I have many analog-CD duplicates so I think I have a least a basis for my comments.

The difference in sound between CD and analog is non existant compared to sound at the 50+ live Mahler performances I've heard over the years with the world's best orchestras and conductors.

I don't stop listening to recordings just because of the sonic gulf such that no recording is even comparable to well done live Mahler. If I did I would have missed hundreds of musically satisfying recorded performances. By listening only to analog you will be missing many superbly musical performances.

Buxter66 While Mengelberg is one of my favorite conductors, there is a problem with recommending Mengelberg's recording of the Mahler 5th. I doesn't exist. Unfortunately only the adagietto was recorded from the fifth.

Unfortuately, although Mengelberg performed all of Mahler's symphonies, the only recordings or airchecks that exist are the adagietto, the fourth and Lieder eines fahrenden Gesellen.