I probably would not begin my exploration of Pynchon with Gravity's Rainbow, not because I have read it yet and have a firm opinion on it either way, on the contrary I have a copy but am yet to embark upon that particular journey but rather based upon its 'reputation' as being a somewhat dense dare one say at times impenetrable text along the lines of Joyce's Ulysses. This is not to say that Gravity's Rainbow is not a masterpiece or Pynchon's finest work but as I have only read V and The Crying of Lot 49 and thought well of both of these and certainly didn't find them to be over problematic in terms of following the overall storyline (albeit Lot 49 is somewhat convoluted but still manageable and V does ramble a little in the latter stages) that is where I would begin.
Still, there will be members here who will have read a lot more Pynchon than myself, VideoChrist may well be one of these and is obviously someone who has read GR, so watch this space for further commentary is what I would personally suggest.
Here also is a related thread you may find useful:
Thomas Pynchon
Cheers.