I have read almost all the Russians, and I can only tell you how
I approached them. You're right, start with the shorter novels, novellas, or stories. If you bite off too much at first, it may turn you off and take sometime to get back to them. The Russians are not hard to understand - not like some of the longer English or French novels. The thing which confuses people is their long names. the characters will have three or four names: there is the first name, the patronymic, and the family name. The first name is the Christian name, the patronymic is their fathers name, the last name is their surname. In addition, many have something like a nickname. When reading a novel like War and Peace, the newbie to the Russians is quite easily confused with all these name. I've found that writing down all the names: first name, patronymic, family name and the nickname or diminutive is the best way to keep Russian characters straight.
As far as what to read first, start, as I said, with the shorter novels or stories. Just because they are short doesn't mean they are not good.
Chekov is the best short story writer. He was prolific so you'll have a lot to choose from. Besides writing some very long novels, Tolstoy wrote some excellent shorter ones. Try The Cossacks and The Kreutzer Sonata. His first longer novel is autobiogrphical and is in three parts: each one being complete in itself. They are: Childhood, Boyhood, and Youth.
Gogol wrote some good short stories also.
When you've digested the above, try two novels by Turgenev: Fathers and Sons and The Torrents of Spring.
Now you may be ready to try one of the longer novels others have suggested.
You can take this advice or leave it, but because I am older, I have probably read more Russian Stories and novels than most on this forum, so this is experience speaking.
Thank you all for your kind words
I forgot something very important last night:Isaak Yudovich Ozimov for sci-fi novels and Alexander Romanovich Belyayev'Amphibian Man.