With any artist I've gotten really into, I've found that I always connected first with mood, melody, production, vocal. Lyrical content tends to come a bit later. For example, there are Tori songs that I considered among my favorites of hers for YEARS and if you had asked me what they were about, it would've been "hell if I know" (this may still be the case).
Boys For Pele is a very dense, heady record. But it was also the first album of hers that really clicked with me. Even if I didn't always get what she was talking about, I got that she was taking me somewhere, we were going on a journey together. And I'm always down for a journey, so I gave her my hand. Flying trapeze, peanut butter hands, Big Bird and hookers, Moneypenny's rights, whatever, it's world-building and it's magic and I just kept on the yellow brick road. With her, my initial reaction has always been visceral/primal first, intellectual later.
All that to say I'm a big believer in a linear progression through the catalog. Let it wash over you and overwhelm you. And don't put too much pressure on yourself to get it all at once. If this house feels like home, you'll have time to understand what the bricks are made of.