I began with Morrowind and I’ve played every TES game (other than those obscure “Travels” games in the early 2000s) but Oblivion remains for me. That said, Daggerfall’s sheer scope in both gameplay and world size is incredible, and Morrowind’s perfect blend of sandbox freedom with an awesome plot definitely do make them candidates as well. I just personally love the entire series and Oblivion was the one that converted me from “fan” to “megafan” so that’s why I go for that one.