Days is in my top 3 KH releases just bc I love Roxas and The (OG) Organization so much, but I would play KH1, CoM and KH2 first because you don't really need to know the Days story for those. It's more exciting to find out during Days why certain things happen in CoM / KH2 and what was going on during that time. It's more exciting to play basically all the titles in release order unless you're already familiar with the whole story.