I ordinarily do not care for Mahler at all, but somebody gave me a recording of des Knabens Wunderhorn with Fischer-Diskau and Schwartzkopf, and darned if I don't like it a lot. Is it atypical of his music, or am I just prejudiced against Mahler's symphonies?
I started writing about the symphonies, but I quickly realized I was going to end up with an entry the length of a scholarly paper. I love the 1st, 2nd, 3rd, 4th, 5th and 9th. The 6th and 7th leave me cold, and I have mixed feelings about the 8th in spite of the magnificent choral work.
I would recomend starting with the 1st and listening to it about 5 times to get the shape of the work. If you can, find the 5-movement version with the extra slow movement (Blumine) that Mahler removed at publication time. He quotes from Blumine extensively in the finale, so the 4-movement version doesn't quite add up.
From there, move to the 2nd, which is still my favorite. I could write an entire thread about that symphony and the cross-quoting from his lieder and the work of other composers that he uses as the musical version of literary allusion.
(Dangerous subject to get me started on.)