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Explorers of Sky is the best overall in nearly every single department. Explorers of Time and Darkness are Sky, but worse in every single department. Just avoid them.
Gates to Infinity has a nice story and is the most beginner friendly, but it has some big issues. The gameplay feels a bit watered down from past games despite more polish in a few areas, it lacks in content, and it makes some actual steps back from even the original like only allowing one mission at a time. You either play it first to try and appreciate it more for what it is, or last because you really want more PMD.
Red and Blue Rescue Team have a pure excuse plot bar two highlights, but it has the largest amount of meaningful content out of them all. The gameplay is honestly the least polished of them all outside of the trip-ups Gates had, but the content makes up for it.
There are Wiiware games, but we don't talk much about those for very good reason.
Also, while PMD is already babby's first rougelike, Gates is the most babby's first of them all. I'd probably suggest playing Rescue Team first the most though, since it's where it started.