Jazz? Start with Miles and end with Miles!

ok i read your OP

if you're looking for ambient jazz/funk fusion, Miles Davis' On The Corner is the be-all and end-all of that sound

Sooner or later you may want to review Steely Dan's style of Jazz (rock), this would be a good one to start with.

Find which instrument you prefer (sax, bass, piano, trumpet) then choose from John Coltrane (sax), Charles Mingus (bass), Thelonious Monk (piano) or Miles Davis (trumpet). Those are four good starting points.

As someone who didn't know jazz from a hole in the head a few years ago, I would try these albums specifically, to start:

Coltrane - A Love Supreme (it really is a good album and lives up to the hype)
Mingus - Mingus Ah Um
Thelonious Monk - Monk's Music
Miles Davis - Kind of blue (for early period) or Bitches Brew (mid period)

The reason why Miles gets two is because he had a long-spanning career. I would also avoid late period Coltrane initially as that might be too "out there". I still have a hard time with his late period stuff, but ALS seems to blend the two periods well.

I personally like Dexter Gordon a lot, but I'm not sure if he's a good place to start. But I would still recommend "Go" as a starting point for him, if you want to try a sax player other than Coltrane.

If there's one jazz album someone completely green to all things jazz have to check out, it's of course the world's most famous jazz album ever, Miles Davis' Kind of Blue. If I meet someone who claims to be interested in music, I expect them to at least know about it, regardless of whatever genre they normally listen to.

well, it's not the top selling "pure jazz" album for nothing

Yeah, it's a brilliant record :)

Lot of useful posts in here, I was wondering too how to start with all those genres

^ By all means follow the excellent advice of the previous posts, but let`s not forget the obvious : get yourself a compilation album.
The Blue Note record label is famous for having recorded a large number of the jazz greats, so if you get their two-cd set, "The Greatest Blue Note Album In The World ... Ever" you can get to know a bit of John Coltrane, Herbie Hancock, John Patten, Cassandra Wilson and a load of others.
After that, just follow up on any tracks you like - but be aware that this compilation focuses on "Pure Jazz" from decades gone by, so there`s still plenty of other jazz to explore too.

Ambient jazz is a genre that very few artists do specifically over a long career. So here's a few artists and records that do it over a course of an album, at-least in my collection.

Miles Davis - Get Up With It (Brian Eno-esque ambient experimentation meets In A Silent Way. Probably the best place to start!)

The Rippingtons - Tourist In Paradise (Ambient smooth jazz with some real standout moments: the late 80's-esque production actually gives it quite an edge in places.)

Any album by Bohren & Der Club Of Gore or The Kilimanjaro Darkjazz Ensemble. Just pick an album and there you go!

Pat Metheny Group - Still Life (Talking) and The Way Up. (Jazz-fusion with ambient prog. rock and bossa nova influences. Essential listening in my opinion.)

Seal - His 1991 self-titled. (Very poppy in places, but tracks like the nearly 9-minute 'Violet' and two-part 'Deep Water' are pretty much ambient soul-jazz, so give it a shot!)