To play the scenarios kind of like a campaign, I would suggest you start with the Hofen Ho-down Scenario.
Its quite short, with relatively few units compared to some of the longer ones.
Its also the most Northern of the Battle of the Bulge scenarios, for the first day of the offensive, that starts on the morning of the 16th December 1944.
From there I would suggest you play the rest of the day one scenarios heading south in geographical order.
So the next one would be Elsenborn Ridge, then Losheim Gap, etc.
After that I would move onto the next in date order.
Annex G of the Game manual, a link to which can be found on the very first window that pops up when you start the game, has three lists of scenarios roughly in Date order.
The AAR forum here
tt.asp?forumid=819
has a few Hofen AAR's that can be good for learning the game, and also helping to decide on a play style you prefer.
Welcome to the forum waynenh57, I hope you learn to enjoy the game as much as some of us here have.