Well the first thing IMO would be to play "the game that started it all" on a emulator, just as I did first.
I'ts the starting point of the entire serie, you learn the main basics, characteristics of it all.
If you're finished with that, I recommend doing the same with the GBA games Empire of Dreams, and Dream Champ Tournament. They're nice little games that are more puzzle-oriented, whereas of Door to Phantomile and Lunatea's Veil which are more platform-oriented.
Speaking of the latter, this one is a bit of a luxury choice. Emulating it was known to be crazy difficult, and the only other way to play it, is having both the physical disc and PS2. For me I had that amazing chance. Obviously don't play this one first (Unless you absolutely don't have any other choices), i'ts somewhat of a follow to DtP.
After that you're pretty much free to follow your choices.
To help bring Klonoa justice there is a lot you can do. Here's some of them : modding/speedrunning/drawing/music/traducing Japanese/finding information/reverse-engineering (And a lot more),
but the most obvious of it all : Be one part of Klonoa's community. This will always be more than enough
Also, I would be interested if you wrote your own presentation in the "Welcome" section of the forum.
It would be interesting to hear how/when you discovered the franchise, and all of a sudden decided to be a part of it.
To me this serie made me learn how to record things, upload videos, use emulators, use Discord (There's a Klonoa Discord if you're unaware). It also made me learn about quite a bunch of unrecognised games (Ristar, Tombi/a/u/o, Pandemonium and a bunch more !)