I wouldn't recommend the collection if you've never played it before. I'm only playing since I like to complete entire series, and it's a slog to get through 1 and 2, and the only one that you probably should play before continuing the series is DMC 3.

That said, DMC 3 is a really fun story and does a nice job of setting the tone for the series going forward. Maybe just play that one and skip the others.