Caesar games are a bit too old tbqh, don't bother.
Zeus is great for beginners (can build in pause, remote districts).
Pharaoh is a lot more difficult due to the employer mechanic, 5 gods, water level and a few other things such as the very long house evolution (unless you are one of those awful grovernors that puts a house that's not connected to any services in an industrial district (it's disgusting, how can you do it to your own people…)).
Emperor is in few ways more complex than Pharaoh, but easier overall (farms have seasons, geomancy, deadly salamanders, common/elite housing like in Zeus; but no flood plains, employers).
I would suggest Emperor if familiar with concepts of efficiency and logistics, and can anticipate disasters/expansion/requests. Otherwise, if you are a new to gaming, start with Zeus, as it is more story driven.