ES Arena is the first, but it was....basic. Daggerfall in my opinion is the real start of the amazing lore and deep storytelling Elder Scrolls is known for. So much is established (and in some cases retconed, but I digress...) that we know today. The gameplay is basic, as you would expect, but let's be real, you know that. You play Daggerfall for the thrill of exploring a big world and the amazing story. Which you can. And should. Do it. You will not regret it. Play Daggerfall and experience a simpler time...before Bethesda became...whatever they are nowadays.