This playlist is a collection of Mendelssohn's complete works available on Spotify. An early violin sonata (from 1820, composed when he was 11) and the exquisite string symphonies (taken from a dozen different recordings) are put at the beginning. Then follows works with opus numbers, Op.1 - 121 (only the opus numbers 1 to 72 were assigned by the composer, the later ones by publishers. The opus number sequence does not therefore always accord with the order of composition). Other works without opus number, including such notable ones like Concerto for Violin in D minor and Double Concerto for Violin, Piano, and Orchestra, are placed at the end.
Here's the Spotify playlist: Felix Mendelssohn: Complete Works (716 tracks, total time: 55 hours). Ctrl (CMD) + G to browse in album view. See list of compositions here. If you don't know where to begin, try this Naxos sampler: Mendelssohn: His Life and Music first.