IMO A New Hope is by far the most pure "Star Wars" film in the whole series. It is the most contained in terms of story and pacing. It is arguably the only film in the franchise that can stand alone without seeing ANYTHING else. I also would argue that it is by far the most significant.
you're introduced to the majority of the important cast (Obi Wan, Luke, Leah, Han Solo, Chewy, Darth Vader). It introduces the X Wing, tie fighters, Mil. Falcon, Death Star, etc.
Story arc wise we're introduced to our character in a rather quaint life and then thrown into fantastical things. The Death Star, the rebels vs the Empire, the force (both dark and light). The universe, despite only limitedly being shown to us, has this vague gigantic feel to it where anything is possible. The film ends in a manner that doesn't necessarily require a sequel, in which the Death Star is destroyed and there is a congratulations ceremony to our heroes and the film ends with an implication that the Rebels will continue their fight against the Empire, likely possibly in a successful manner after destroying the Empire's most dangerous weapon
I feel as if A New Hope is not only the most crucial film to the series in terms of the fact if you haven't seen Episode IV then that drastically effects the rest of the series because the vast majority of important Star Wars content and information STEMS from that movie, and I also feel as if it is by far the best paced and directed of all of the films. Every scene retains the viewer and propels you forward.
Empire Strikes Back is great but I do find that it has some awkward pacing in the Cloud City segments and that it isn't quite as polished as A New Hope.
As far as Return of the Jedi, the prequels, and The Force Awakens- they all have massive different flaws. I don't think the prequels need explanation, but TFA finds itself as a much weaker and total rehash of A New Hope, and Jedi has a lot of laughable decisions in it as well as an extremely flawed ending (IMO), with an attempt to make Darth Vader unexplainably have a character shift in a matter of a couple of scenes
In fact I would argue ROTJ is rather laughable, the fact that they couldn't think of a better plot so just Death Star 2.0
A New Hope in my opinion is by far the definitive Star Wars film. It does practically everything right and I can't even really think of one scene that's out of place, whilst in other Star Wars films I can
