Right, so I'm unsure if folklore and mythology are the same thing. I think I get what you mean though, so I'm going to recommend some texts from the Germanic family of languages that I have enjoyed.
As an introductory book, the collection Eirik the Read and other Icelandic Sagas includes short stories about both historical and supernatural topics. These old texts can be quite dry, so starting out easy could be a good idea.
Other ones:
I have these texts as books published by Penguin Classics and Oxford World Classics editions, which should be reasonably accessible to find. Most of them are also readable for free online.