The New Testament, of course! I've found the Oxford Annotated Edition of the New Revised Standard Version (NRSV) to be really helpful with confusing passages.
I'm taking an EfM course and we had to read these two books:
Life in Christ by Julia Gatta The book provides a deep dive into the Eucharist, the liturgical seasons, and forms of prayers. This book will help you develop your spiritual practices beyond going to church on Sundays. Life Together by Dietrich Bonhoeffer. These are Bonhoeffer's thoughts on what living in a Christian community could look like. This is especially significant since Bonhoeffer wrote this right as Hitler was coming to power.