This entire thing is very endearing to me, and I don't want to spoil too much and still manage to set you up for a ride that won't feel like a ride from get-go, like Halfquake.
You'll experience a sense of depressive teenage edginess throughout the mods, but it's very compelling type, almost as if the kids going through some sort of period (almost certaintly also under impression from the film "Cube"), layed out the ideas that seemed cool, and turned it into a game, nothing really seems out of place, even the setup is quite simple: you made a mistake sometime in your past life, and you have to get through a set of obstacle courses, puzzles, and "sadists" verbally messing with you, and make up false hopes that maybe you'll get spared in the end or you can trickstab them, but there's no such thing, other than own demise, and sheer entertainment of whoever set all this up. It feels hopeless, from the general idea, to the atmosphere, music's texts, and worldbuilding. And when it clicks - it clicks.
A lot of people were recommending giving Halfquake Amen (the second mod in the series) a go first, but I honestly think every entry has it's strengths and have connections that complement eachother, so I definitely recommend going through each one of them.

In short, when you start the game, doors from left to right:
Halfquake (2001) - a series of maps for Half-Life with interesting gimmicks. the moment in beginning, when headcrab falls from the ceiling and prevents you from making one jump, and you fall into lava because of it, made me get a lot of Kaizo Mario (which, along with owata meme, became a thing years later btw) vibes from it.
Halfquake Amen (2002) - the most balanced entry in the package. also where the most fuss is coming from, and for a lot of good reasons: cool black and white (and green) aesthetics, artstyle clashes feel memorable, cool music, quirky dialogue. very well paced out as a game: just the right amount of action and puzzles, and has one very memorable shtick that it pulls on you on second half, which is also rewarded for struggling through accordingly.
Halfquake Sunrise (2010) - notice that time skip? developer has matured, so did a lot of things that came with the (at the time of writing) conclusion to the series. it manages to stick to the original idea and excel further in all fronts (also ditches combat), AND there's a twist.

Rooms with doors to get to mods themselves in hub area also have buttons and passageways, I advise to check them out first. Or just remember that word "sadism" exists.

My only problem with Steam trilogy release is bit messed up audio mixing for voice lines, I think they were louder in original mods by default, but I could be wrong. A plus is that you can adjust just them and not make other sounds very loud by accident.

In terms of difficulty, a lot of moments in all entries you might find challenging, but not painfully hard (unless you're really struggling with HL1's movement, which is fine too). Sunrise can be damn hard though, so watch out, or look forward to it.
You also might learn a thing or two about GoldSrc movement on subsequent playthroughs :^)

This entire thing is very endearing to me, and I don't want to spoil too much and still manage to set you up for a ride that won't feel like a ride from get-go, like Halfquake. You'll experience a sense of depressive teenage edginess throughout the mods, but it's very compelling type, almost as if the kids going through some sort of period (almost certaintly also under impression from the film "Cube"), layed out the ideas that seemed cool, and turned it into a game, nothing really seems out of place, even the setup is quite simple: you made a mistake sometime in your past life, and you have to get through a set of obstacle courses, puzzles, and "sadists" verbally messing with you, and make up false hopes that maybe you'll get spared in the end or you can trickstab them, but there's no such thing, other than own demise, and sheer entertainment of whoever set all this up. It feels hopeless, from the general idea, to the atmosphere, music's texts, and worldbuilding. And when it clicks - it clicks. A lot of people were recommending giving Halfquake Amen (the second mod in the series) a go first, but I honestly think every entry has it's strengths and have connections that complement eachother, so I definitely recommend going through each one of them. In short, when you start the game, doors from left to right: Halfquake (2001) - a series of maps for Half-Life with interesting gimmicks. the moment in beginning, when headcrab falls from the ceiling and prevents you from making one jump, and you fall into lava because of it, made me get a lot of Kaizo Mario (which, along with owata meme, became a thing years later btw) vibes from it. Halfquake Amen (2002) - the most balanced entry in the package. also where the most fuss is coming from, and for a lot of good reasons: cool black and white (and green) aesthetics, artstyle clashes feel memorable, cool music, quirky dialogue. very well paced out as a game: just the right amount of action and puzzles, and has one very memorable shtick that it pulls on you on second half, which is also rewarded for struggling through accordingly. Halfquake Sunrise (2010) - notice that time skip? developer has matured, so did a lot of things that came with the (at the time of writing) conclusion to the series. it manages to stick to the original idea and excel further in all fronts (also ditches combat), AND there's a twist. Rooms with doors to get to mods themselves in hub area also have buttons and passageways, I advise to check them out first. [spoiler]Or just remember that word "sadism" exists.[/spoiler] My only problem with Steam trilogy release is bit messed up audio mixing for voice lines, I think they were louder in original mods by default, but I could be wrong. A plus is that you can adjust just them and not make other sounds very loud by accident. In terms of difficulty, a lot of moments in all entries you might find challenging, but not painfully hard (unless you're really struggling with HL1's movement, which is fine too). Sunrise can be damn hard though, so watch out, or look forward to it. You also might learn a thing or two about GoldSrc movement on subsequent playthroughs :^)