Only scrubs play on anything but Master difficulty.
Jokes aside, for someone first venturing into Stalker, I would recommend starting with Shadow of Chernobyl as it introduces the player to all aspects of gameplay, story, and setting, letting the player settle in, while Call of Pripyat kinda just throws you into the gameworld without explaining much.
The game is still pretty unforgiving though, so if you're totally new to Stalker you should probably start playing on Stalker difficulty.
Also, in my opinion, it's the overall better game, aside from the bugs, some of which are gamebreaking - I wouldn't recommend a mod like Complete (or any other graphical enhancement mods) on a first playthrough as these often mess with the sound- and graphical effects to such a degree that much of the eerie atmosphere from the vanilla game vanishes. One of the stronger points of SoC vs CoP is the atmosphere of the surroundings and the general sense of mystery regarding the Zone, which I'd say is one of the most important factors in making the game feel so unique. Therefore I'd rather recommend a mod like the
Zone Reclamation Project, which only aims to fix glitches and annoyances, while keeping the atmosphere of the original game intact. I haven't tried it myself though so I can't personally vouch for it, but it's supposed to do what it sets out to do well.
Regarding why I think the original game is better; the atmosphere, as mentioned, is very unique - on my first playthrough I had such a weak system I had to play on low visuals, with static lighting, but I was still amazed by the level of immersion, although playing on high graphics would probably be preferable, as the lighting does have a lot to say for the overall mood of the game. The story and the lore (such as entries in the player character's PDA one can read), as well as the sound design, contributes to making the zone feel mysterious, oppressive... which is further enhanced by the often brutal, unforgiving gameplay. The gameworld also often feels alive, with the things you come across alluding to being part of a bigger picture and serving some kind of twisted purpose. I think this is also reflected in the way the story and overall game progression unfolds, with things getting progressively more brutal, surreal and nightmarish, it kinda reminds me of Apocalypse Now in some regards.
The gameplay also contributes to the world feeling oppressive, as you can't actually repair any equipment, so you often have to discard whatever you're carrying and pick up something from the ground just to survive. This becomes especially apparent near the end of the game, where it really feels like the world around you only wants to see you dead.