I can't answer your joystick compatibility question but I'd definitely recommend starting with WC1. It's not as cutscene-heavy as later installments but it definitely has a story and was actually one of the earliest cases of branching narrative in a video game (depending on which missions you win or lose the game will move between different "tracks" of missions that reflect how the war is progressing based on your performance.)

WC also is not X-Wing brutal, though certainly has some challenging missions along the way. 1 and 2 are more generally more difficult than 3 or 4 which focus more on narrative.

I'm playing WC1 with an old Microsoft Sidwinder 2 joystick. I have no problems with sound. You will only be able to use 2 axis and 2 buttons though. WC1 introduces the characters that reappear in WC2 and WC3.

Secret Missions 2 in particular is the backstory for one of the more "unusual" wingmen of WC2 and WC3. There is one infamous impossible mission. (Kurasawa 2), I woudln't bother trying to wain that.

If you find a mission too difficult, you can lose it (or deliberately eject). You will be sent to a different set of missions, but success there can put you back on the wining path. (Secret Missions 1 and 2 are slightly different in that they are linear with no second chances)

WC1 did have a form of achievements in the forms of medals and promotions. Medals generally require you to kill everything by yourself. They don't exist beyond the game, so nobody will notice them.

1- The t-16000 should work in Dosbox, like many older games WC only supports a limited number of buttons that can't be mapped, you'll have to use TARGET if you want to, even the windows version of WCIV has limited mapping abilities and only Prophecy (WC5) has full in game mapping IIRC.

2- ideally with one, the gameplay is really not that complex for a spacesim (it's only a little more complex than a Rogue Squadron game) but the engine of the first two has a lot of weird quirks, Privateer uses the same engine but solved enough of them to be more plyable but it's a spin off that is not important for the main story, Privateer 2 is shit. You can start with Wing Commander III otherwise as that at least uses a 3D engine.

3- Wing Commander is weird, the first two main games are doable, but some of their expansions can get really difficult, I never managed toget the good ending of the WC2 expansions. From 3 onwards there are difficulty levels so you should be good to go, gameplay is overall more simplistic than Freespace and X-wing but that also means that it lacks a lof of quality of life features like advanced targeting and radar controls, energy management controls on the other hand are either absent (1&2) stupidly complicated (3 onwards) for some reason and only get worse to the point that I always found it difficult to use them on the fly (in Prophecy you have to bring up the gauge and use the joystick which means that you are a sitting duck when you use them, in 3 and 4 at least it was a keyboard menu if uselessly fiddly compared to what you find in Freespace and X-wing).