I have read pitiful little criticism about Pessoa, so I don't know whether anyone claims he is Portugal's first modernist. He is touted in the introduction to " The Book of Disquiet" as "a representative modernist."
I recommend "The Book of Disquiet", filled with memorable passages and remarkable "epiphanies." His view of prose is so congenial, so personally accurate for me, that I certainly don't care if his book is "about nothing."
It's an interesting diary, but not really a diary. Someone called it a "poet's sketchbook" but that's not quite right either. I recall the passage in "The Notebooks of Malte Laurids Brigge" in which Rilke announces, " I am learning to see . . ."
Perhaps the whole "Book of Disquiet" is about that subject, with many other wonders to be found additionally in its pages, such as drafts of artistic credos, technical comments on prose and poetry, and a swirl of other subjects. The most interesting passages, and the most original, I think, are those detailing his encounters in restaurants and parks and other public places. These minutely detailed sketches are prose poems in themselves, but somehow open out in an eerily effective series of "word-drawings", I suppose you might call them.
It is, as Nietzsche might have said, "A book for All and None."
I think you might like "The Book of Disquiet" better than the poems, though there are wonderful poems in Pessoa's canon.
It's published by Exact Change in Boston--- hey--- not so very far away! (heh-heh)