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Most people start exploring the franchise with Fate/Zero, then Fate/Stay Night: Unlimited Blade Works, then the Heaven's Feel movies, all by Ufotable. You could also watch DEEN's anime Fate/stay night after F/Z if you can stomach the artstyle as it's from 2006. But I personally suggest starting with the original visual novel Fate/stay night, athough it's lengthy, and only then watching the shows.
Also Extella is in it's own universe called Extraverse (the PSP games Fate/Extra and Fate/Extra CCC (this one doesn't have an English translation), the games Extella, Extella Link and the anime Last Encore) so no, they aren't canon. In fact, the only canon entries are the visual novels Fate/stay night, Fate/hollow ataraxia (the direct sequel) and the mobile game Fate/Grand Order, and everything else is implied to be set in parallel universes.
Now you can either play the VN or watch the anime.
FYI, Gilgamesh's most shining moments are in Fate/stay night & Fate/Zero (maybe Unlimited Blade Works too).
Honestly canon is a wrong word for that. Everything in Nasuverse is canon as long as it doesn't break the rules and even then some things are when directly approved by Nasu.
In Fate/Stay Night he was convinced by the corrupt Grail that modern humanity is just trash and needs to be culled to be decent again.
Fate/Zero is where most of his bad rep came from because it was written some time after the original Fate/Stay Night VN by Gen Urobuchi who is famous of his tragedies. The problem with Fate/Zero is fans take it as a canon representation of the characters while it was officially stated to be non-canon to FSN(basically the event just loosely line up to FSN) and entirely made in Urobuchi's style including the characters.
If you watch the Fate/Zero show after seeing the characters in other Fate works like Extella, Grand Order, etc. you'll see the characters ranging from having a big hit to their IQ to being plainly retarded. It is because Zero was written very early in the franchise when those characters did not have much characterization by Nasu save a few and Urobuchi's style is to give most people a hero's fall plot where everything they believed in a lived for turns out to be dumb and futile so you have Artoria be childishly naive and dumb, Diarmuid is straight up retarded, Kiritsugu a pretentious prick, etc. Gilgamesh in it was a string pulling manipulative ♥♥♥♥♥♥♥. In contrast here is the type who just lays back and enjoys the fireworks, if he gets involved it is to get a better seat or a bigger kick out of something like when he trolls a certain person hard in Altera's route.