Moon Knight Epic Collection: Bad Moon Rising
As with other characters, a good place to start from is the beginning. The Moon Knight Epic Collection: Bad Moon Rising contains Moon Knight's first appearances in Marvel canon and includes his origin and introduction to a supporting cast, allies and enemies.
Moon Knight: The Bottom
Charlie Huston and David Finch brought Moon Knight into the new millennium (a little late) with a compelling "fall from grace" story entitled, The Bottom. Almost every Moon Knight fan I've spoken to considers this to be his best arc, and is highly recommended as a jump-in point for the character. -- @Danial79
Moon Knight (2014)
This series has been given high praise by many and has a unique style in terms of both storytelling and artwork. A small amount of knowledge on the character can be helpful but it's not particularly difficult to grasp and a couple of trade paperbacks have been released, Moon Knight Volume 1: From the Dead and Moon Knight Volume 2: Blackout.
Moon Knight by Jeff Lemire (2016)
Jeff Lemire's run of Moon Knight continued from where Moon Knight (2014) left off. This series saw major character development for Marc, and goes deeper into his origins in regards to mental health and family life. The writing and artwork are exceptional. The storyline focuses more on the main path rather than the inconsistent storyline seen in the previous run.