Wherever you want...

the first issue is a good place to start i guess

You could start there : Where should I start thread.

Good on yah! As for my opinion, you could start at the 3rd volume written by Phil Hester which is collected in Accursed Vol. 1 - 3. Then collect First Born, Broken Trinity then the on-going Maxi-series Artifacts. Plus you can collect the awesome one-shots that recently came out: 
 Trinity: Bloods of Sands 
 The Darkness/Wolverine: Old Wounds 
 The Darkness - Shadows and Flame
 The Darkness - Lodbrok's Hand
 The Darkness - Butcher
 The Darkness - Black Sails
 The Darkness - Four Horsemen.

" @Brit: Thanks man this really helps,I just didnt want to collect something like kitchen Irish (the first punisher comic I ever read) I didnt want to be like wtf whats going on here.So thank you so much! "

The thing about the Top Cow U compared to Marvel U is its relativley small so you dont have to go all the way back to the 60's for storylines. If you start to dig the darkness i'd deffinetly suggest you look into the Tom Judge stuff: Universe 1-8, Tom Judge End of Days and Inferno Hellbound (doesnt feature him but it ties into his story) there relativley cheap to pick up and also universe issue 3 (if i remeber correctly) features a cameo by Jackie Estacado and serves to bridge the gap a tiny bit from the first volume of the darkness to the second.

 
But like Brit said deffinetly look into picking up Broken Trinity, First Born and Artifacts there all amazingly well written and feature some stunning art work and again are relativley cheap to pick up in both trade and comic form. 
 
Hope This helps buddy