The best place to start is by coming up with a unique idea or concept for your story. Think about what interests you or what kind of story you'd love to read.
You could begin at the beginning, which is a great way to fully understand the story's development and character arcs. Also, some people recommend checking out reviews or summaries to get an idea of what to expect before diving in.
I think the best place to start with Hellboy comics is the very first issue. It kicks off the adventure and gives you a clear sense of what the series is all about. From there, you can follow the chronological order of the releases to fully immerse yourself in the story.
I'd suggest starting with some of the classic storylines like 'The Amazing Spider-Man' or 'The Avengers'. They give a good introduction to the Marvel universe and its characters.
Well, a good place to start Marvel Comics could be 'Iron Man'. It's not only a popular character but also kicks off the modern Marvel Cinematic Universe. You could also try 'Ms. Marvel' for a fresh and unique perspective within the Marvel world.
You could start with the Horus Heresy series. It's a popular and important part of the 40k universe that sets the stage for a lot of the later storylines.