When this industrial rock with synth pop inflections (or is it the other way around?) record came out in 1989 I was a freshman in college. I remember when my friend got the CD (that's Compact Disc for the young 'uns) I was immediately struck by the cover art - what is that? Some sacrificial animal's ribcage? (Turns out they were blades from a turbine.) Regardless, that record sleeve was sending a message - enter at your own risk...a kind of Achtung Baby before U2 had even gotten to Berlin.
When you first listen to this record, you will definitely hear the industrial elements with strange noises coming out of your speakers here and there, admixed with samples, some clean and some so distorted you only know it's a sample because you read it on Wikipedia. But what you'll also notice are the Depeche Mode and New Order (among others) influences. Just give my suggested tracks a listen and this will all make sense.
Start with 'Head Like A Hole' - the unmistakable 'hit' from the album and probably one of the most accessible NIN tracks. Then move on to the last track on the record, 'Ringfinger,' where the bouncy synth which is present during most of the song gets drowned out by a cacophony of noise in the last 2 or so minutes. I wonder if Trent Reznor (he essentially is NIN) watched a lot of Seinfeld during the recording of Pretty Hate Machine because the next track to check out, 'Sanctified,' has a bass line straight out of the TV show's theme song. Finally, slow your heart rate back down and finish off with 'Something I Can Never Have' with its haunting piano motif.