Can someone explain to me, as a person who has never played these wonderful games, what makes them so appealing? Which game is the best to start with?

I think the fact that it's a legendary RPG is enough, or a legendary turn-based strategy game, if you've posted in the wrong section and meant "Heroes."
On the other hand, it's impossible to understand what's so special about the games without playing them. My friend, you'll be pleasantly surprised if you play even a small part of them.
As for which one to start with... I personally started with the 6th one (the translation from Buki), but for you (if you know English well (not like me, and I don't even know Russian very well :)) and you're not afraid of DOS-era graphics), it's better to start with the 3rd one. I myself haven't played it, to be honest :)
But smart people advise starting with that one.