Perfect Cherry Blossom's the one I started with years ago because I liked its rather slow pace compared to EoSD and IN; beginners tend to prefer it comparing to others' and my experience. That, the Cherry point shield, and Sakuya A being a total ripper of anything you come across makes it the ideal entry point for those dedicated to learn the danmaku shmups. Practice that a many times until you can get a clear, 1CC or otherwise. Don't fret on the difficulty as no one will care if you do easy mode.
I don't really recommend EoSD for beginners because you won't have a visible hitbox, the bullets are a lot faster than average, and it lacks the general polish that the later games have. One joke that I make with my gaming group is that TH06 is kinda like a lost, unreleased PC-98 Touhou title that got delayed, reworked for Windows, and that's why it works the way it does. It's very similar in the old design philosophy that defines the first five entries. PCB would be the first that is more "modernized" in its gameplay refinement and it's also why I recommend that first.
Anything past IN varies in the difficulty department; something like SA and UFO is what the advanced players tend to flock to due to shit like curvy lasers, the UFO mechanic, and very difficult Hard/Lunatic. Meanwhile, games like MoF, TD, and LoLK (in Pointdevice mode) are cakewalks. Like what Rango suggested, you could start with any game you'd like but if you were to ask me, PCB -> IN -> EoSD -> anything in between -> SA/UFO is how I did it.
Most importantly, you will get frustrated learning how the game works and that's more than fine. Bullet hells tend to be like that and it's certainly not going to be for everyone. If not for that, you can always try
Hisoutensoku for a fighter experience or go with a
fan game in the
genre of your
choice. Just have fun while doing so!