A Neo-Ciceronian writer has written:
I would recommend starting with Cicero for basic political philosophy, Herodotus or Thucycides for Greek history, Aristotle for natural philosophy, or the Attic orators like Demosthenes and Isocrates for rhetoric and style.
I fear that recommendation is too ambitious. If you are a soldier, start with a translation of Caesar or Xenophon.
If you are a Hermetic, start with Plato (in translation, of course, unless you have a few years to study Greek grammar).
If you are under stress, start with Marcus Aurelius.