It would be far too difficult for me to pick just one Cocteau Twins record out of all of those. I can give you some suggestions in regards to them however.
Heaven or Las Vegas is a great record and a perfect introduction for newcomers. You want to steer clear of
Four Calendar Cafe unless you decide to get it last when you have everything else already. It is easily one of the worst things they ever did. Same goes for
Milk and Kisses but it isn't nearly as bad as
Four Calendar Cafe and still worth getting in the long run if you save it for last.
Head Over Heels is a great record, probably tied with
Treasure and
Blue Bell Knoll for my favorite Cocteau's record. Too hard to pick between the three.
Garlands and
Victorialand are good records but not as good as the three I just mentioned. They definitely sound like the work of the same group but are somehow less engaging. There are some great singles collections you should look into such as
Stars and Topsoil and
Lullabies to Violane which I believe there are two volumes of, the first being the best and the second is still pretty good. Hope that helps.