>>713838247
Season 1 starts slow but gets better and does a good job establising the setting.
Season 2 is where it really picks up as a top-tier anime, it gets more hot-blooded and emotional.
Road to the Top is a 4 episodes OVA mini-series, it has really good animation and is better watched before the movie.
Beginning of a New Era (aka Uma Musume The Movie) is 1 hour and 50 minutes of gorgeous animation and visuals, legit the best sports anime movie.
Cinderella Gray is an adaptation of the popular (and long) Uma Musume manga and a solid entry too, you can expect it to have multiple seasons, it's pretty much a rabbit hole of its own.

Those are the shows worth watching, the "main" seasons are bit basic animation-wise but Season 1 is worth watching to get context for the Season 2 kino. Cinderella Gray is a pretty good entrypoint too. I would just advise against starting with the movie because it's not the standard that you should expect for TV anime (unless you want to stay a secondary). Definitively worth watching once you get balls deep tho
Season 3 exists but I think trying to watch it is just asking to get burnt out. Do it only when you run out of content but you still want more.

In short, I recommend: S1 > S2 > Road to the Top > Beginning of New Era > Cinderella Gray

Second option: Cinderella Gray > S1 > S2 > Road to the Top > Beginning of New Era