My own experience is of getting into all my favourite composer's symphonies in the wrong order! For both Shostakovich and Prokofiev I started with the most popular - the 5th, however with Shostakovich I then lept into the 11th, 8th and 12th closely followed by the 4th! With Prokofiev I went backwards and followed the 5th with the 3rd and 2nd!
My first experience of hearing Mahler was being blown away having accidently caught the end of the 2nd on the radio when I was about 13 years old. So it was with the 2nd that I started my lifelong Mahler trek by buying the CBS/ Bernstein recording. I went backwards to No.1 with the old Delogu / LPO recording on Classics for Pleasure (I still have it), and dallied occasionally with library copies of the 3rd (Horenstein) and 8th (Wyn Morris). Then, in the mid-80's I bought the 6th and 7th which were released by Classics for Pleasure as double albums. These were old recordings, but they were great: Klemperer (7th) and Barbirolli (6th).
All this time I hadn't got into the most popular Mahler (4th & 5th). To be honest I still can't appreciate the 5th other than the opening and the adagietto; I prefer the 4th to have a treble rather than a soprano and I have lost the appreciation that I used to have for the 7th. But recently it's the 3rd has that has taken over my listening life! It has taken me over 30 years to really know and understand it and it is simply marvelous. However the 2nd is, and will always be, the most wonderful symphony for me. I have so many recordings - commercial, broadcast, podcast - vinyl, CD, DVD, mp3...I don't have a favourite recording really as I haven't heard one that does everything just as I would like it. Good - that's the excuse I have to keep collecting, keep searching and keep enjoying. There are some that get very close - the new Tennstedt / LPO release is superb, as is the San Francisco / Blomstedt; and there's a broadcast by the Sao Paulo SO under John Neschling which is also excellent.