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You should start with Resident Evil 1. Zero is harder and way more frustrating. For the story, don't worry, you can start with RE1. IMO The story of 0 is a bit more complicated if you didn't played the 1st. After you finished those, try Resident Evil 2, 3 (my favorite) and Code Veronica X (that's a challenge) and maybe 5. Forget about the 4.