Begin at the Beginning: A Scandal in Bohemia, the first story in The Adventures
Details
Kicking things off with something short and free to discuss. https://www.gutenberg.org/cache/epub/1661/pg1661-images.html#chap01
Here we meet The Woman, one of four people to defeat Sherlock Holmes. More a thriller than a mystery, but still shows The Master's skills at work.
"To Sherlock Holmes she is always the woman. I have seldom heard him mention her under any other name. In his eyes she eclipses and predominates the whole of her sex. It was not that he felt any emotion akin to love for Irene Adler. All emotions, and that one particularly, were abhorrent to his cold, precise but admirably balanced mind. He was, I take it, the most perfect reasoning and observing machine that the world has seen, but as a lover he would have placed himself in a false position." -Ibid