My suggestion would be the Win98SE.
It will add just those few more games to the range of play than just plain Win95.
(first edition right? and not win95b / OSR2 or the likes)
But if you rather want to go for the older old win games (Win 3.x/95), then you should crack the seal and use Win 95.
It's all end up in Where you want to use it for.
- Only the oldest old stuff
- Old, but with long lasted compatibility. (I believe there is STILL stuff around that will work on win98SE)
The final choice is up to you.