1st generation: Monster Hunter, Monster Hunter G (Japan Only), Monster Hunter Portable, Monster Hunter Portable G/Freedom <- this is the one you would want to play from Gen 1, if you ever wanted to play one.
2nd generation: Monster Hunter Dos (2), Monster Hunter Portable 2nd/Monster Hunter Freedom 2, Monster Hunter Portable 2nd G/Monster Hunter Freedom Unite <- this is the one you would want to play from Gen 2
3rd generation: Monster Hunter Tri (3), Monster Hunter Portable 3rd (Japan Only), Monster Hunter Tri G/Monster Hunter 3 Ultimate <- this is the one you would want to play from Gen 3
4th generation: Monster Hunter 4 (Japan Only), Monster Hunter 4 G/Monster Hunter 4 Ultimate, Monster Hunter Cross/Monster Hunter Generations, Monster Hunter Double Cross/Monster Hunter Generations Ultimate - 4th gen is trickier, both MH4U and MHGU are worth playing and have content the other doesn't.
5th generation: Monster Hunter World+Iceborne, Monster Hunter Rise <- you are here
Realistically, there's no reason to play 2nd gen or earlier. MH3U is still great IMO and worth playing, but if you're going to start, it should be with MH4U/MHGU/MHWorld.