>Where should I start?
The first five games were designed for the PC-98 platform, which would require an emulator. It's recommended to start either with the sixth (first Windows game) or the second game (as the first one isn't a bullet hell) and work your way up from there. Keep in mind you need an emulator to run the games before 6 and the PC-98 Games are not canon. Some games aren't your usual bullet hells but should be played anyway.
1: Arkanoid's drunk abusive cousin.
7.5, 10.5, 12.3, 13.5, 14.5, 15.5: Fighting games.
The others follow the basics of the bullet hell genre but usually add a game play twist. Once you're done with the main series you can move on to the fangames, of which some are of excellent quality.

>Where can I find other general info?
https://en.touhouwiki.net/
https://en.touhouwiki.net/wiki/Official_Literature
https://dynasty-scans.com/authors/zun (All of ZUN's mangas)

>Training tools and patches:
http://eientei.boards.net/thread/1105/touhou-patches-compilation
https://maribelhearn.github.io/tools
https://www.shrinemaiden.org/forum/index.php/topic,21105.0.html (SpoilerAL)
https://en.touhouwiki.net/wiki/Game_Tools_and_Modifications (misc)

>How to emulate the PC-98 games:
https://www.shrinemaiden.org/forum/index.php/topic,11117.0.html

>PoFV vpatch for multiplayer (just put in main pofv folder and connect via adonis 1 or 2 like normal):
>https://anonfile.com/gfJap9eab4/ (re-uploaded, originally from https://twitter.com/kaei_adonis/status/8725524165)

>PoFV and Soku Netplay Guide! (Needs your help!)
https://imgur.com/a/ZCGuE

>Reading/playing guide for official Touhou Project entries:
https://imgur.com/s1JmZu8

>1cc charts! (Updated for AoCF)
https://imgur.com/a/Mkl4Q

>Fangames:
https://pastebin.com/Jc2e0wLm (Main pastebin. Also contains a fixed version of FMW2 without the game-breaking bug.)
https://pastebin.com/6CULQcKd (eraTohoK, plus other era games)
https://docs.google.com/spreadsheets/d/1fM-goZFQCg3cZyCbHMipD7xWgHme2tOQCENflIoe6YI/
http://www.bulletforge.org/