I was asked this question far too many times.
The problem is that the answer to it very much depends on personality and on interests of those who ask that question.
Those who study art or aesthetics will quickly point to Nietzsche’s first work ‘The Birth of Tragedy’, whilst those who are curious about poetry will reply ‘Thus Spoke Zarathustra’.
The first book by Nietzsche that I read was his ‘The Twilight of Idols’, which is his shortest, but also the most concise work. As Nietzsche said himself: ‘I write in a sentence…