You could start with the previous one, Infinity Land. Probably the most like Puzzle, but a bit more raw and with more shouty bits.
Puzzle is a bit more commercial than any of the previous albums. My favourite before the new album came out was probably The Vertigo Of Bliss. It took me a few listens to get my head round it, but it has some really interesting songs, not your usual verse, chorus, verse chorus etc.