GoJays2025: Icewind Dale is also MUCH harder than the other two.
I had a harder time with Baldur's Gate back in the day, but then I played it first of all the Infinity Engine games. So I already had a lot of experience with the combat system when I started Icewind Dale. Both games are quite hard for a beginner. Still, I wouldn't recommend playing them on easy, since that means you're getting less XP. Highly debatable if that makes the games any easier at all.
Anyway, I recommend the Baldur's Gate series. These are my favourite games of all time, great combat, great story, great everything. Icewind Dale is very good too, but much more combat oriented. It's a classic dungeon crawl, but still very atmospheric and the story isn't half bad.
I never warmed up to Neverwinter Nights. The original campaign is a bore. The expansions are supposed to be better though, and there's tons of user generated stuff.
But yeah. Get the Baldur's Gate games first, then Planescape: Torment and, if you enjoyed the combat system of Baldur's Gate, Icewind Dale.