I would endorse the comments made by everyone. What a fascinating journey you have in store, Mario!
Shostakovich first came to my attention via my 'other' interest, the history of the Second World War and Russian history in general. The very first symphony I bought on LP was the Kondrashin 11th in 1974 followed by Maxim Shostakovich's 5th the following April. I also recall a BBC film on the composer called Music from the Flames shown at about this time. The week that DSCH died (August 1975) I bought bith Karajan's and Svetlanov's 10ths. By this time I was well and truly hooked.
I hope this doesn't sound too daunting but once you have listened to and evaluated the symphonies I'd suggest that you read a good, general history of 20th century Russia. Some may not think it altogether necessary but it will certainly enhance your understanding and appreciation. I'd also recommend Volkov's Testimony whatever it's authenticity and Elizabeth Wilson's biography is superb.
I would say that Shostakovich is to the 20th century what Beethoven was to the 19th and I've been incredibly lucky to have heard his music performed live by those who knew him and even more fortunate to have met some of them. I'm very envious of those on here who have seen the composer himself.
“Every piece of music is a rehearsal of one’s life,” - Sir Colin Davis