Early Days on the Western Slope of Colorado
This book is source material and authoritative text for anyone interested in Colorado history of that time period.
This is a pretty good one. It has a portion about the gang, mostly Jesse, and a lot of shorter biographies on plenty of famous and not-so-famous outlaws.
The Endless Ride is a great bio on Billy the Kid. He was just a bit older than you when his life started going the outlaw route so it might be something you could relate to. The book paints a fantastic portrait of the world the Kid lived in and how it shaped his life.
One of my favorite reads of the era is the memoir by Harry Young, the bartender present when Hickok was killed in Deadwood. His book "Hard Knocks: Tales of the Vanishing West" talks about his adventures from leaving home at 14 to head West and be an Indian fighter like the men in dime novels he read. It is a rare glimpse in to the life of a working man and his adventures across the Frontier. I would recommend the version with the introduction written by James McLaird as it adds some nice historical context.
While the West has largely been romanticized, there are actually a pretty large number of real accounts as far as shootouts, robberies, etc. I would maybe start with some anthology-type books that cover several different events. I read this book, and it was pretty good. Maybe worth checking out!