Hands down, it is The Monkey and the Pedestal.
Imagine your manager has tasked you with teaching a monkey to recite Shakespeare, while it stands atop a pedestal on a street corner. Like most people, you would likely tackle building the pedestal first. Why? Because it is a well understood and achievable task that allows you to show progress. But, what happens when you are done building the pedestal? Suddenly, you are confronted with the task of teaching a monkey to stand on it and recite Shakespeare. The project falls apart with so much time wasted.
This heuristic teaches us to always tackle the riskiest task first in any project. Tasks that will take you a significant amount of time to complete, it’s not clear how you will accomplish them, they require significant resources or you have never done the them before. Doing so ensures you surface significant, potentially project ending issues early.