Terry Pratchett's Discworld series. I recommend starting with Mort (the fourth book published). The first two books are straight-up parodies of fantasy cliches that are significantly different from what comes afterward, and the third book, Equal Rites, I didn't care for very much. Pratchett said that Mort was when he discovered plot, and it's the book that I recommend to everyone.
I particularly enjoyed the City Watch series. It also seems to be the most "non-ridiculous" and down to earth, which can help at the start.
This is a thread where people can ask questions that they would ordinarily feel embarrassed for not knowing the answer to. The previous thread is at close to 500 comments.