No...don't make Phantom Pain your first...
Start with Metal Gear Solid for the PS1 (alternatively Twin Snakes on GC). Then Sons of Liberty and Snake Eater (preferably the HD remasters). MGS 4 after those and then it's time for GZ and Phantom Pain.
Phantom Pain is the MGS gameplay formula taken to perfection. Story not so much (I am, however, one of the few who absolutely loves it). If you want to get into the series, do yourself a favour and begin with Metal Gear Solid.
Unless you don't care for the story...then do whatever you want