Empire is arguably better but it starts even MORE “in the middle of the action” and ends with an even bigger cliff hanger (more unresolved threads).
The first film still can stand on it’s own.
If you watch Return you end with Ewoks.
If you then watch the first three, you will also feel unfulfilled. AND look at how many hours you’ll have wasted.
I saw the first three in the theater. #1 was the best, by far.