Going Postal is absolutely brilliant, Thud is also pretty good and not a bad place to start to get into the Sam Vimes storyline.
Discworld doesn't exactly have a 'main character' to the storyline, because it doesn't have a main storyline, it's almost like a documentary about the Discworld itself and it just touches upon various peoples lives as a way of telling you about the Discworld. Theres even a series of Discworld books, The Science of Discworld, where they discover Earth in an alternate dimension. It sort of explains how Discworld works in comparison to our universe and tries to make what comparisons can be made between them.
Also I'm 90% sure they made a Discworld video game because Prattchet found the idea of Discworld literally being on a disc.