The Bible. Specifically the Gospels.
And you can grab an old, used World Religions textbook from Amazon.com for 2 bucks for a crash course.
And then you can grab a history of Christianity textbook for breakdown of the construct, systemically, of the religion of Christianity.
But your path and identity in and through Him is personal and its your own, and it will evolve over time. It's limitless and boundless, encompassing everything and nothing the world can conceive of at the same time.
It's a eternally and boundless paradoxical beauty that mystifies and wonders with a satisfying rest in Him, which all comes into agreement in transcendence.
An eternal relationship that will be the best and most profound you've ever had.
Oh, and if you're studying the Bible, in addition to the translation you prefer (Study Bible with notes), get the King James Version, a concordance, a Bible dictionary, a map, a Unabridged dictionary, a Bible commentary...
These are just suggestions...again your journey is personal. Earnest Prayer and inviting of the Spirit will reveal what's intended for you through Him.
Strong's Bible Concordance
Strong's Bible Complete Dictionary of Bible Words
Matthew Henry's Commentary (highly recommended)
New Bible Commentary
New Illustrated Bible Dictionary
The New Unger's Bible Dictionary
Systematic Theology by Wayne Grudem
Interlinear NASB-NIV Greek New Testament (Translation by Alfred Marshall)
The Expositor's Bible Commentaries Volumes 6, 8, 11 & 12 (LOVE THESE!!)
Christianity Through the Centuries by Earl Cairns
A Survey of the New Testament by Robert Gundry
A Survey of Israel's History by Leon Wood
Smith's Bible Dictionary
Greek New Testament 4th Revised edition with Dictionary
MacArthur's Daily Bible Study Bible NKJV
Tortured For Christ by Richard Wurmbrand
Rebuilding: It's Never Too Late To Start by O.S. Hawkins
Resident Aliens by Stanley Hauerwas & William H. Willimon
The Rise of Christianity by Rodney Stark
The Troubled Triumphant Church - An Exposition of First Corinthians by Dr. Paige Patterson
The Ministry and Message of Paul: Guides to NT Exegesis by Richard N. Longenecker
Interpreting the Pauline Epistles by Thomas R. Schreiner
...May you stay blessed on your journey of awakening.