New to the party. I have been following the thread for two days and got my retroarch ready with Final Burn Neo. And this collection of games:
I chosen Raiden I as first game because I liked the aesthetic. Any other old arcade suggestion for a beginner or recommendations to fill my library?
I think Raiden is not that good of an idea for a beginner. I love Raiden, but it's hard as fuck, there is horizontal scrolling despite it being a vert game, offscreen killer bullets that you won't be able to see, and most importantly, the player's ship speed is excruciatingly slow. This is true for pretty much all games in the series, but especially for the first two.
If you love the Raiden aesthetic you might want to try Gekinrindan, a Taito game that's very inspired by it but also much easier.
Emulating Raiden is also further complicated by the fact that the Seibu Kaihatsu arcade boards ran at a weird refresh rate (54hz), so unless you have a freesync/gsync-capable monitor (and enable the "sync to exact refresh" option in RA), you're going to get either weird stuttering or sped-up gameplay at 60hz. In any case, it won't be accurate. Depending on your level of tolerance, it might make the games unplayable once you see them running properly.
I noticed you have Tatsujin on there - my advice to you is play the MD version first, it's much more manageable than the arcade and close enough in visuals (though the audio is kind of fucked). You'll thank me later.
I also noticed there are no horizontal STGs in your list. Are you not interested in them at all? There are some true hori gems, some of my favourite games.
Another thing, I see you have some Raizing games in your list but not my favourite - the very first Mahou Daisakusen (Sorcer Striker). It's a brilliant game and not as hard as some of the later offerings. Do give it a try. Also, Dimahoo is a great sequel.
Another emulation tip: later Cave games (Mushi and up) are not emulated properly on MAME and have severe timing issues. I'd recommend playing the Xbox 360 ports on Xenia (Mushi Futari especially is a great port, by Cave themselves) instead. The Steam port of vanilla Mushi, Deathsmiles and Daifukkatsu are fine, but they have varying degrees of timing inconsistencies - Mushi is the best. Earlier CAVE games are mostly fine, but I'd still prefer playing the PS2 port of DDP DaiOuJou because of the better audio (the MAME driver is bad) , and it's a great port with very consistent timing by Arika. Same for ESP Galuda, which is a bit of a worse port, but again better than MAME for audio. PCSX2 has improved a lot lately and there are no longer any latency issues.
You might have seen this linked earlier in the thread if you've been lurking, but there's a Japanese wiki listing with STG ranked by order of 1CC difficulty, including console games. It's pretty old by this point, so doesn't include newer games, but it's pretty accurate.
https://shmups.system11.org/viewtopic.php?f=1&t=56114
If you're just starting out I'd say don't get too hung up on 1CC, just play the games you enjoy and credit feed the first few times you play them just to get a feel and enjoy the visuals/mechanics. Then start imposing limits like 5 credits, 3 credits, etc if you want, but obsessing over 1CC when you're new will burn you out pretty quickly.
If you're interested in modern games at all, try ZeroRanger on Steam.