Is there any particular area of study that interests you the most?
If you are willing to start at the beginning, you will find a lot of information laced through various works focusing on comparative religion. I suggest you supplement your material with as much general history and sociology as you can handle. If you wish, I can give you a short list.
It is a fascinating subject and one could spend a week, a month or several lifetimes sorting out the truth from the fiction as well as what is/was truly magical from what is/was masterful manipulation and fakery. How much work you want to put into this depends on what the journey means to you, at this point in your life.
Also, let me say that there seems to be no end to the material, old and new, that falls under the category of what I consider to be pure entertainment. To actually understand the nature of things and perfect your ability to cause a controlled, intentional, measurable effect, by the force of your own will, takes considerable commitment. Cheers!