Start with Apocalypse Suite. It is volume one, publication order is story order, and there is no alternative sequence anyone recommends. Coming from the Netflix series does not change the answer: the show's first season expands this single volume into ten hours, so starting anywhere later means starting mid-plot.
Before anything else, a buying warning specific to this series. The comics are catalogued under bare volume titles rather than a series prefix, and the same books appear under more than one record. Dallas is the book also sold as Umbrella Academy Vol. 2 — one book, two names. Hotel Oblivion is the book also carried as The Umbrella Academy Volume 3 through the Library Edition. If you buy from both lists you will buy the same comics twice. Pick one naming scheme and stay inside it.
The core run
Apocalypse Suite (216 pages) has the forty-three children born on the same day, Reginald Hargreeves, and an apocalypse resolved inside six issues. That compression is the first thing to notice: the comic does in one slim volume what the show does in a season, and most of that difference is elaboration rather than contradiction.
Dallas (216 pages) is the time-travel story built around the Kennedy assassination, and it is where the two versions stop telling the same story for good. The show's second season keeps the setting and discards the plot.
Hotel Oblivion (240 pages) arrived a full decade after Dallas and is the strangest of the three — a prison dimension, Perseus, and a structure that assumes you remember everything. Readers who take a long gap before it tend to struggle; it does not recap.
Tales from the Umbrella Academy (192 pages) is the Klaus spinoff, co-written with Shaun Simon and drawn by I. N. J. Culbard rather than Gabriel Ba, so it looks nothing like the main run. It sits between volumes one and two chronologically but reads better as a coda, after Hotel Oblivion.
A fourth volume, Sparrow Academy, is not in our catalogue. Two separate search passes across three different title forms returned nothing usable, so this path stops at the spinoff. That is a gap in our data, not in the series.
A note on the credits
Comics author fields in this catalogue are noisy in a way prose fields are not. Colourists and letterers sit alongside writers and artists on several of these records — Apocalypse Suite lists five names, Hotel Oblivion six — and Daytripper stores both of its creators inside a single author string. Treat the credit lines as approximate and the volume titles as authoritative.
The rest of Gerard Way
The true lives of the fabulous Killjoys (240 pages) is the desert-dystopia series built out of the My Chemical Romance album, drawn by Becky Cloonan. It is the closest in temperament to the Academy and the best test of whether it was Way or Ba you were responding to. Doom patrol (184 pages) is Way writing DC's most deliberately incoherent superhero team, which turns out to be exactly the right assignment.
Gabriel Ba and Fabio Moon
This is the part of the path most readers arriving from the show do not expect, and it contains the best books on it. Daytripper (256 pages) is ten chapters, each ending with the same man's death at a different age. Nothing to do with superheroes. Start here.
Two Brothers (232 pages) adapts Milton Hatoum's novel about twin brothers in Manaus in heavy black ink, and is the most formally controlled thing the brothers have done. De:tales (112 pages) is early autobiographical short work, loose and unpolished, and the clearest view of the style being assembled.
The brothers on other people's scripts
Neil Gaiman's How To Talk To Girls At Parties (64 pages) is a short story adapted by both brothers and a compact demonstration of what they bring to a script they did not write. Casanova (144 pages) is Ba drawing Matt Fraction's spy-fiction fever dream, running in parallel with early Umbrella Academy. Pixu is a collaborative horror book about a haunted apartment building — short, ugly in the intended way, and the right place to finish.
The full ordered path, with the study plan for each stage, is at the Umbrella Academy reading path.