Another option is 'Pendennis'. It shows Thackeray's insights into the life of a young man and the society around him. You can see his typical exploration of human nature, social classes, and moral issues. Plus, the story has its own charm and is relatively easy to get into compared to some of his other works.
I would recommend starting with 'Vanity Fair'. It is one of his most well - known works. It gives a great overview of the different aspects of Thackeray's writing, like his character development and his exploration of society. The story is full of interesting characters and a complex plot that will keep you engaged.
You could also start with 'The History of Henry Esmond'. It has a more historical - fiction feel to it. It's a great example of Thackeray's ability to create a vivid historical setting and tell a story within it. The characters in this novel are also very well - drawn and you can get a good sense of Thackeray's writing style from it.