Aside from Smash, Sly Cooper is probably my favourite game series! If you’re looking to try it out I’d recommend getting the Sly Collection to start out with. It’s the first three games rolled into one, so long as you’re willing to forgive the shotty port quality it should be fine.
I've opened the map in Sunshine in 3D All Stars and dealt with Majoras Mask crashing in Zelda Collectors edition, so I can deal with shotty emulation and ports