Definitely "Galactic Patrol". Between the Skylark and Lensman series you can find an awful lot of the major tropes of sci-fi / space opera laid down. Spherical battlestations, tractor beams, ancient god-like races manipulating others, multi-species polities, space fleet academies...
I recommend people to start with "Galactic Patrol" for a reason.
"Last and First Men" and "Star Maker" by Olaf Stapledon. I believe he was the first to come up with what we now call Dyson spheres.
Also, "We" by Yevgeny Zamyatin, which has been described as a precursor to 1984. Interesting, but it becomes a little incoherent at the end.
Definitely "Galactic Patrol". Between the Skylark and Lensman series you can find an awful lot of the major tropes of sci-fi / space opera laid down. Spherical battlestations, tractor beams, ancient god-like races manipulating others, multi-species polities, space fleet academies...