For a first album, you can't go wrong with either Episode or Visions, by far the two most acclaimed albums amongst fans. Destiny is also an excellent starting place. Those three albums are essentially the holy trinity of Stratovarius's discography.
Personally, I say check Episode first, then Visions, then Destiny - chronologically, that's 1996, 1997, and 1998, so one for each year. You'll hear quite a few of their hits just on Episode and even more on Visions, and several on Destiny.
Infinite is also a great album to start with although it is certainly derivative of the three albums mentioned above, which came before Infinite. But it's still an amazing album with lots of great songs (Phoenix, Hunting High and Low are two of their biggest songs).
Enjoy, I hope you like them!