As TallyB said it is a very subjective thing.
best way is have it your own way but if your serious about getting into whiskey straight is the usual way to go with a nice liped glass and some water if you prefer.
Water does agitate the fusil oils in whiskey which does release extra flavours and scents, so a good way to start is always with water.
Best way for me to investigate whiskey is at home in as much of an odour free environment as possible. What I mean by that is not have whiskey at the local bar when busy as your contending with beer odours and what not. Or while the dog is stretched in front of the fire etc.
If your not used to the strength of a whiskey cut it with water to a level that is comfortable for you currently. This may mean you put in half and half at first.
And as you get into it you'll find you can handle more robust versions and strengths. So if you come across a whiskey that you recoil from don't dismiss it but maybe return to it in a year or so when you are more familiar with whiskey.
But at the end of the day all you need to do is just enjoy and savour your whiskey and you'll be fine.