So yeah I did similar post in Hearts of Iron sub forum but the response is slow and only one guy replied. Like the title said I'm interested in trying HoI for the first time. Since HoI is pretty much world war simulator is the first game worth a try or I better jump straight to HoI 2/3/4?

Also which HoI has the most modding scene?

Without having played Hearts of Iron, I would go for one of the newer ones. Older Paradox games tend to have a very, very archaic touch to them.

Sometimes the first game is the least complex and easiest to get into, at least I have that with Master of Orion and Civilization.

I've not played HOI or HOI2, but I have played HOI3 as well as Arsenal of Democracy and Darkest Hour (both of which started as mods for HOI2).

Out of the three, Arsenal of Democracy was the easiest to learn due to the tutorials (which not only made immidiate sense, but also didnt bore the hell out of me). Unfortunately its not available on GOG, though it does get regular updates on that other store.

That said, I found HOI3 to captivate me the most - though this was with all the DLC. The additional ease of being able to learn a different aspect of the game at a time by toggling AI control was something I appreciated.

That may not seem too helpful, but hopefully it will give you something to chew over.

Arsenal of Democracy ease of tutorial intrigued me. To be honest I never logged into my "other store"account for over almost 3 years so maybe it's time to check up on them (and my old friends).

Worth noting all the available HOI games on gog are discounted right now. Might be worth picking one up?

yeah, I decided to grab HoI 2 and Darkest Hour. Because a lot of people said it's improvement from the first HoI and it got the most mods.

:D

I think HOI2 don't need to buy if you also buy Darkest Hour, which is basically HOI2 on steroid.
I highly recommend DH. I enjoyed a lot with the game.