Am I correct in assuming you're talking about the newer stuff (i.e. anything after 2010)? Because then you should start with MLP Friendship is Magic Season 1 Episode 1 and watch chronologically.
Start with the first two episodes of season 1; you need them for worldbuilding. Strange to say about a show like this, I know! But it's true. If I were you, I might consider skipping to Dragonshy; it was my favourite episode in s1. Then maybe Winter Wrap-up, Call of The Cutie, and Look Before You Sleep. If you're loving the show, then just watch it all! But if you didn't find anything to like in those episodes, give up. MLP isn't for you.