Elephant up the stairs is called The Great Beyond and wasn’t on any studio albums but was recorded as part of the Man on the Moon soundtrack.
I’d recommend Life’s Rich Pagaent from their earlier albums which loses some of the inscrutability (a bad thing for some) and where they started to aim for the big time with a bit more crunch.
New Adventures in Hi-Fi is a fan favourite and actually contains some of their best songs.
That said, most folks will start with Automatic and Out of Time which is how most people think of REM.