Okay, so you wanna tackle Jesse Stone? You're in for a ride. The thing with Robert B. Parker's series is they follow a pretty linear timeline, starting with 'Night Passage'. That's where Jesse's fresh from LA, fired and taking the job as police chief in Paradise. It's absolutely the place to begin.
After that, it's pretty much publication order: 'Trouble in Paradise', 'Death in Paradise', 'Stone Cold', 'Sea Change', 'High Profile', 'Stranger in Paradise', 'Night and Day', 'Split Image', 'Blue Screen', 'Blind Spot', 'Damn Spot' and the final one, 'The Hangman's Sonnet' by Reed Farrel Coleman, who took over after Parker died. Sticking to that order lets you follow Jesse's personal arc, especially with his ex-wife Jenn and his relationship with alcohol, which is really the backbone of the whole thing. Honestly, trying to read 'Split Image' before understanding his history with the mob guy Crow would just leave you confused. I jumped in at 'High Profile' once and spent half the book feeling lost about who Sunny Randall even was.