You can start with the preludes, which are like mini etudes. Start with 4, 2 slow ones and 2 fast, 4 of the easiest. I recommend you play between 6 and 12 at least, before leaving them. It´s good if you also play, let´s say, 2 preludes and one etude, depending on your skill and previous repertoire.
Have you studied etudes from another composer?
My teacher, and the majority I know, start by putting us etudes from Czerny, then Moszkowski and then Chopin, that is if you´re already at an intermediate level. I recommend learning a few from Czerny´s op.740 and Moszkowski op.72 at the same time you´re learning some of the preludes, and maybe 1 easy from Chopin, like the Fminor from his op.25, again, depending on your skill and level.
If you can specify what have you played you can get a far more narrowed down answer.