The series has little 'threads' as it were; characters and locations will pop up repeatedly. For example, a few books deal with Death (yes that Death) and his expanding family, while quite a few are about the city watch of Ankh-Morpork. You don't really have to read them in order, but it can be quite helpful to do so; and it's not exactly a horrible inconvenience, so that's what I did.
There is some chronology, but for the most part the books can each stand alone as a complete story. That is, some books happen before other books, but there's never any one story that spreads over more than one book like a normal book series. (I read several of the "threadlines" out of order - Witches Abroad before Wyrd Sisters, Reaper Man before Mort - and it didn't harm anything overmuch. Some of the "Night Watch" books kind of demand reading in order, just to know who the heck all the characters are. There are several websites that list the books grouped by "thread", or I could (with about ten minutes) probably work up a similar list off the top of my head. Pratchett is awesome. It ruined an entire week for me when I heard about his illness.
I'd suggest reading The Colour of Magic first, followed by The Light Fantastic. Then pretty much whatever order. It's a great series and well worth reading
While technically each book is a stand-alone story (though some do follow on from others, such as The Colour of Magic and The Light Fantastic, or The Wee Free Men and A Hat Full of Sky), I would recommend reading them in order. I've done that, mainly because it introduces you to the Discworld in a more coherent manner and several characters make reappearances in many different books, and reading them in order has helped me keep track of who's who. Then there's also the fact that Prachett's style and the Discworld itself have evolved throughout the series, and his later books are far better (in my opinion) than the earlier ones. And, you know, save the best 'til last. No matter how you choose to read them though, they're amazing. Prachett is a genius of the first order, and it is a cruel cruel irony that has landed him with Alzheimer's. There's no justice in the world. Happy reading though!
Thank you everyone. I have decided to read Pyramids first, because the themes interest me. If I enjoy that I will read others.
Pyramids is a good choice; it's a standalone from the rest of the series, and shows Pratchett not at his very best, but definitely improving from his first few books.
Another really good standalone without any prequels or sequels is Small Gods, which I have always been fond of.