How do I start to explore Dylan? New fan seeks advice

Thanks to Pierre L:

“I’ve just seen the light! After avoiding Dylan for many years, I finally get it.

“But Dylan’s work is so vast. Where do I start? Best studio album? Is there a recommended compilation? Best book to guide me – there seem to be dozens? Any good DVDs? Is it worth going to live shows? Does he play France?

“Suggestions from the expert readers of Dylan Daily will be gratefully received.”