Sign o The Times, Purple Rain, 1999, Dirty Mind, The Black Album all top tier. Parade, Controversy, Gold Experience, Love Symbol album, Around the World in a Day next. After that there are still recs I'd make but you did say "start".
SOTT & Purple Rain are the essential desert island albums. Dirty Mind & 1999 will really key you in on the "Minneapolis sound" with the way he implemented keyboards and a signature rhythm guitar sound into funk. You hear it less as the years go on and he embraced more of a traditional, albeit with a Prince twist, funk approach.
My favorite Prince album is Dirty Mind because it’s short and every song is catchy as fuck. It was a good entry point when I started listening to him too.