An absolute classic, I do recommend all Satoshi Kon movies, and his serialized anime Paranoia Agent. But I would start with his biggest classic Perfect Blue.
The animation is beautiful, the character designs look very distict and each location feels very specific, specially Mima's room, giving a real sense of personhood to the character.
The story features Kon's critique of not only Japanse mass entertainment, but celebrity culture in general. It feels specially relevant in curret days where the concept of having a persona separate from yourself feels more and more common for most people.