I don't think the order matters too much; but at least you'd prooobably would want to play Pokemon Red/Blue/Yellow or FR/LG first before moving on to Gold/Silver/Crystal or HG/SS, because of the continuity of the story in those games.
Other than that, I don't think it matters too much. I'd say start on whatever Pokemon Game interests you the most! Maybe you can pop on by the different Pokemon Generation boards here to have a look at each pokemon game and what they have to offer you.
I wish you all the best in your Pokemon playthroughs! Good luck! And have a great time; I hope we'll chat again!