I think the first Equestria Girls film is the most awkward. From there, EQG starts to have it’s own niche from Rainbow Rocks on. Feel free to see the first movie just to get the introduction of the spin-off series. But keep in mind of course things like Sunset’s pretty much a whole different character the moment the 2nd film begins. And also how despite the focus on Romance they had with Twi and the human Flash Sentry. It never goes anywhere (Thankfully, IMO) aside from a few scenes in the 2nd movie. The 4th movie even having Sunset straight up tell Flash that things aren’t going to work between him and Pony Twilight.
(I also kind of have a soft spot for the human Twilight introduced in the post-credits scene of the 2nd movie/Rainbow Rocks. So for me, each of the 4 EQG films was better then the last. I even thought Timber Spruce in the 4th film was Flash done so much better in a few ways even if they don’t go much anywhere with that either, besides a short or two.)
Almost nothing from the films show up in the show other then pony Flash Sentry cameos in Season 4 and something in the Season 7 finale. So you’re actually pretty free to watch them together if you’d like.