I’m always drawn to 'The Children of the Zodiac', a mythological allegory about the stars becoming human and learning about love, pain, and death. It’s poetic, philosophical, and strangely melancholic. It’s not a typical recommendation, but for a first-time reader interested in his more symbolic, universal stories, it’s a beautiful and thought-provoking departure. It reveals his ambition to write parables about the human condition itself.
If you're hunting down rare Rudyard Kipling short stories online I tend to start with the obvious free archives and then work outwards to the obscure corners. Project Gutenberg often has early collections like 'Plain Tales from the Hills' and other public-domain volumes that include stories that sometimes get overlooked. The Internet Archive (archive.org) and Google Books are goldmines for scanned magazines and first editions — use date filters around 1888–1920 and try searching by magazine names, not just Kipling's name.
For the real rarities, I check the Kipling Society's bibliography pages, HathiTrust (noting that some items are viewable only to partner institutions), and university digital collections (Bodleian, Harvard, Cambridge). If a story first appeared in a periodical rather than a book, you'll often find it in digitized runs of 'The Pioneer', 'Collier's', 'Harper's', or regional newspapers. When I can't get a clean scan online, WorldCat helps locate which library holds the physical issue, and interlibrary loan or a scan request to a special-collections librarian usually does the trick. It always makes my day to stumble onto an obscure Kipling piece and see how different the first printing can be.