Pick up In the Court of the Crimson King, Larks' Tongues in Aspic (or Red), and Discipline. Those should give you a nice introduction into the group's 3 most important periods.
Guy
well, they have done quite a bit since 1980, so i would add Thrak and The Power to Believe to this list to get a better representation.
Can't speak for Power to Believe, which I haven't heard, but I don't think Thrak is essential Crimson. Though it has excellent songwriting by Adrian Belew, on the instrumental stuff it sounds like they're trying too hard. I'd get any of the mid 70s or 80s albums first. My favorite 90s Crimson is the Projekct Two set Space Groove.
Guy