I agree that Origins and Odyssey (the two most recent games) are both good games and worth playing in their own right. But they are pretty long, and skipping them is fine if you really just want to play Valhalla immediately; the meta-story connecting the different entries in the series is not all that important.
If you play Odyssey, I cannot stress enough that you should play as Kassandra. Her voice actor is so much better than the one for Alexios.
Assassin’s Creed II (Italy) and Assassin’s Creed IV (Caribbean) are also pretty strong entries, but the gameplay is a little dated at this point.