The Sparrow, by Mary Doria Russell, because it rips your fucking heart out with what can go wrong with First Contact with just. One. Word.
You may be people of more words, so I will give you more.
I don't know how Mary Doria Russell did this with a first novel, with no SF background, with no religious background, even. But she gave us this book about First Contact. A Jesuit priest, scientists, a former child prostitute. Being alien, being human - and what happens when the bridge between the two has just the smallest flaw. The slightest misstep.
And more than anything else, more than the aliens of Rakhat and the tragedy of the mission, it's about faith.
This book blew my mind and broke my heart and took my breath.