Just for fun facts, did you know his Etude 2/1 was written for a girl when he was 16? I'm surprised she didn't marry him on the spot.
Some of the etudes are at a manageable level (2/1 being the piece that people start off with, others starting with the preludes). His preludes are mostly equal in terms of difficulty, although there are some occasional ones which are much trickier.
His earlier works is quite modeled after Chopin, so those works may be easier to learn first. The later works are very difficult (just scan through the scores for 7 8 9 10th Sonatas, some of them are quite black).
You can also try his Poemes Op.32, No.1 and 2. His impromptus are quite dramatic in nature too, so I would also recommend learning those, such as Op.12 No.2.