Go from the beginning of the series.
So play Halo C.E. After finishing that campaign (You will love. probably one of the best campaigns in a game) go play Halo 2.
Halo 2 campaign is quite fun and it introduces more weapons into the game that weren't part of halo 1. To play online there are a few ways. Most people went back to Xbox Connect since Microsoft made all the original Xbox multiplayer servers offline (forever).
So just stick with the story, Go Halo 1 then 2 and so on.