Where to start
Begin with the Anabasis. It is the easiest entry point: Xenophon's own narrative of the march of the Ten Thousand — the Greek mercenary army that found itself stranded deep inside the Persian Empire after the death of Cyrus the Younger in 401 BCE and made its way home to the Black Sea. It is gripping, surprisingly modern in pace, and it shows you Xenophon's eye and ear before you meet him as a philosopher.
After the Anabasis, turn to the Memorabilia. This is the Socratic work that complements Plato: a four-book portrait of Socrates that is more practical, more concerned with the management of life and household, and that argues against the charges for which Socrates was tried. It is short. It can be read in a few sittings.
The Cyropaedia is the longer project. It is best read once the Socratic Xenophon and the historical Xenophon are both familiar, because it is doing both at once: a pseudo-biographical study of Cyrus the Great that is also a sustained inquiry into how a particular kind of ruler is formed.
Beyond those three, the Hellenica continues the history Thucydides left unfinished; the Symposium, Apology and Oeconomicus fill out the Socratic corpus; the Agesilaus, Hiero and Lacedaemonian Constitution show Xenophon turning the same observational instincts on different political subjects.
What to expect
Xenophon writes more transparently than Plato. His Socrates argues without the formal dialectical apparatus; the moves are still recognisable as elenchus, but the topics are more often what would a competent person do in this situation than what is X by definition. The two Socrateses are not contradictory — see the comparison entry on Plato and Xenophon — but they are differently weighted, and Xenophon is much more practical.
The historical works have their own voice. The Anabasis is a first-person military memoir of unusual readability; the Hellenica is more formal; the Cyropaedia hovers between historical fiction and mirror-for-princes literature.
What not to expect
Do not come to Xenophon expecting Plato. Different aims, different forms. The metaphysical questions that drive the Republic are not Xenophon's subject; the Forms do not appear; the relationship between knowledge and virtue is handled, when it appears at all, in passing and in practice rather than in argument.
This is not a failure of Xenophon's: he is doing his own work. Some of the older secondary literature treats him as a kind of plain substitute for Plato, which is the wrong frame. Read him for what he does, not for what he doesn't try to do.
The Socratic problem, in passing
The "Socratic problem" — reconstructing the historical Socrates from the surviving sources — is the classical scholarly difficulty that Xenophon makes possible. Without him we would have only Plato (with his philosophical purposes) and Aristophanes (with his comic ones). Xenophon gives the second main witness, and the differences between his Socrates and Plato's are part of what we have to read carefully when we try to think about who the historical figure was. The platform does not try to resolve the problem; it treats each source as that source's Socrates.
Editions and translations
The standard Greek text is E. C. Marchant's Oxford Classical Texts edition of Xenophon. The platform's Sources page lists the open-access archives where it can be located. As with most classical authors, older English translations are out of copyright and freely available; modern Loeb and Penguin editions are the most readily available paper copies in English.
What to take with you
Xenophon repays patient reading the way the better Greek historians do: the eye is sharp, the judgement is restrained, the practical intelligence is everywhere. If you have read Plato and not Xenophon, you have read the half of the Socratic inheritance that gets the most modern attention and missed the half that often does more practical work.