The three basic texts that R' Yisroel Salanter wanted people to learn were Chovos HaLevavos, Mesilas Yesharim and Cheshbon HaNefesh.
(source: http://rabbisedley.blogspot.co.il/2008/12/ben-franklin-and-cheshbon-hanefesh.html)

what is the difference between Chovos Halevavos and Mesilas Yesharim

which book should a beginner focus on first and why?

what about someone more advanced?