The first books (Colour of Magic) which concentrate on Rincewind and the Wizards are OK for a way in, but you don't miss much if you leave them out. Only later does he start developing the interesting topics and introduces great characters. It does help to read them in order, even if they are from different strands as LadyH so aptly calls them. I read them as they came out, so had to wait a year for the next instalment. You are lucky - you will be able to binge read them, as they are very. Impelling.
Each book satirises a theme. The best one for that is probably universally agreed to be "Truth" because it is about journalism, a field which Pratchett knew well.
Soul Music is about the music industry, Small Gods is about religion. Etc.. You will get to know the characters - my favourite is Captain Carrot. Sam Vines is fleshed out particularly well. The witches are quite brilliant, Granny Weatherwax being the embodiment of an experienced woman who just knows stuff - often there is no witchcraft involved when it comes down to it, just Holmesian deduction, instinct, common sense and feminine intuition.
Some characters are the centre of their story, only never to appear again, except perhaps on the periphery of another story, six books later. Rincewind, for example, is rarely seen again until something happens at the university.
I read them all ages ago, as I say, just when they came out. But they have remained in my memory. The books were my DS1's. I may well download them on to my Kindle and read them all again having been reminded of them here.
If you don't like fantasy, you may not enjoy them, but most of them are such ingenious satires it would be a shame to dismiss them simply because they are set in another universe.
Otherwise, LadyH has said it all really.