All three are good books ....
you should read all of them. But which one first? It depends on your reading background. If you haven't read much Seinbeck, East of Eden isn't the first you should read. Same with Jude. This is not the one to start with ...Far from the Madding Crowd or The Return of the Native are better starters. Reading any Dostoevsky is a pleasure. So The Idiot is as good as any to start with. I have read The Brothers K, Crime and Punishment, The Possessed, The Idiot, and The Gambler all twice. The Only Dostoevsky I wouldn't reread is A Raw Youth. I unequivocally love the Russians. I only need to read Gogol's Dead Souls and some Pushkin to have at least a taste of all. Currently finishing up Tolstoy with Resurrection.