Starting with Rosso Relativo can be good cause it's his most catchy and international album, so it's easiest to get into as a foreigner. But it doesn't really capture his essence as an artist.
Try this: Listen to the songs Perdono, Rosso Relativo and Sere Nere. If you like them you'll probably like his first two albums. If not, forget about that part of his career.
Then listen to the singles from his biggest album Alla Mia Età (the title track, Il Regalo Più Grande and Indietro), and La Differenza Tra Me E Te. If you don't like any of those, you'll probably never get into his later discography. If they do intrigue you, listen to the whole AME album, and if you like it, proceed to his 5th album L'amore è una cosa semplice. If you made it this far, you'll probably love him enough to also get into his 3rd album Nessuno è solo, another masterpiece but hardest to get into as a non-Italian.
Look closely at the titles to make sure you're listening to the Italian versions, the Spanish versions are mostly abominations.
Good luck!
