There's plenty of good places to start. Far more important than having a sort of "best" book on history would be having one that highly engages you. In that regard, biographies of particular leaders tend to be more engaging, since there's a protagonist and we can generally understand their story. Ron Chernow is an excellent biographer, and both "Titan" (about John Rockefeller) and "Washington: A Life" are both pretty good starting places, since if you're American, you already know at least a basic understanding of the major cities of the time, the economy, the laws, etc.
Again, when starting, I think being engaging is key. Eiji Yoshikawa wrote two excellent period accurate historical fictions, "Musashi" about the famous samurai and "Taiko" about the second greater unifier of Japan, Hideyoshi Toyotomi. Both are very engaging and great jumping-off points into Japan's Sengoku Warring States era.
I generally recommend against broad historical overviews of a time period of large nation as a starting place, because it's too easy to get lost. One possible exception might be Jan Morris's "Heaven's Command" about the British Empire. Morris takes an approach that makes history much more understandable and relatable by telling the story of the British Empire through the lens of individual characters. Morris will, for instance, take a British lieutenant who is being sent to India and follow his journey by steamship in getting to India, the ports he stopped at, discussions of the sights he saw, discussions of the treatment he received for malaria, etc. Morris uses all real figures and reals from letters, newspapers, telegraphs, archived records, war plans, etc. It makes the history really come alive even if you don't necessarily have the whole regional context. Morris's followup "Pax Britannica" is also excellent, though you'd want to read Heaven's Command first. Morris is very pro-British and says so in the introduction to the book, but I think is also very fair about British mishandlings of Ireland, the Sepoy Mutiny, the Kabul Retreat, etc.
I think there's a lot of value in reading histories written 100 to 200 years ago, because you learn about two eras: the era that is written about, and the recent past. Count Egon Corti's 1927 "Rise of House Rothschild" is a masterpiece for understanding both the establishment of the international banking system and for (indirectly) understanding Monarchical Europe at its final apex.
Again, the work being engaging and meaningful to you is really important. H.W. Brands's "The First American" about Benjamin Franklin is excellent but I wouldn't recommend it; too long and boring. (I'm listening to it on audiobook and it's 95% complete, yet taking a lot of discipline to finish it; Brands is thorough and rigorous, arguably too rigorous). Getting pleasure out of the book and engaging well with it builds momentum, which is key.
Audiobooks can be great for a couple reasons: first, a compelling narrator can really make a story come alive. Second, if there's (for instance) some confusing troop movements between cities that have since been renamed, if it's written it'll throw you off (at least, that throws me off), but if it's audio, you'll just keep moving. Early on when studying history, names and places you don't recognize come at you frequently -- in my experience, the work to dig into relatively minor characters early on isn't worth it. Like, when learning about the end of the Roman Republic and its transition to Roman Empire, the names Marius, Sulla, Tiberius and Gaius Gracchus, Mithradates, and a whole lot more come up -- but on your first goings-through, I'd say don't dig too deeply. Eventually you'll want to follow up with all of these characters and understand them, but it's nearly impossible to fully get one's mind simultaneously around Caesar/Pompey/Crassus/Cicero (and all the other supporting characters) and likewise Marius/Sulla and their supporting characters, and the intervening years after Sulla's dictatorship and before the next wave of civil wars and threats.
So -- audio can help. On that score, the narrator is key -- I'll often choose audiobooks based on narrator instead of author. Adequate-writing-great-narration tends to be more engaging than great-writing-adequate-narration. I really, really like Charlton Griffin as a narrator; "Charlemagne: From the Hammer to the Cross" is nearly mesmerizing at times and is almost perfectly produced. His audio version of Julius Caesar's autobiographical Commentaries about the Gallic Wars is also terrific.
Whilst on the audio kick, the "Hardcore History" podcast by Dan Carlin is exceptional. "Death Throes of the Roman Republic" would be a terrific series to start with from that podcast. "Ghosts of the Ostfront" is horrific and will likely put you in a bad mood for a few weeks (so be careful), but it was the first time I fully started to grasp the savagery and desperation of the Eastern Front in World War II.
What else? Autobiographies are usually worthwhile, as are technical books or histories, especially ones written by leading figures. Machiavelli's "The Prince" should be read sooner or later. If you wind up deciding to read about the early German Empire, "Moltke on War" translates and curates orders, military texts, and doctrine documents from Helmuth von Moltke, who is perhaps the single most underrated military figure in history. (He was the Chief of the military when Bismarck was Chancellor; Bismarck, being a genius at multiple disciplines and immensely quotable, gets more attention from as a symbolic figure of the era, but in terms of adjusting disciplines to emerging technology -- telegraphs, railroads, troop movements, reporting structures, resources, munitions, setting hierarchies of objectives, etc -- Moltke is one of the greatest at this, and he's probably the best general ever to dictate and write the sheer volume of writings for the military academy and instructions for his officers).
To get to "threshold 2" insight, fall in love with a particular region's history, and follow it forwards and backwards multiple generations, and examine individual lives of important figures from multiple perspectives. Read about Julius Caesar from multiple perspectives, read about Pompey, read about Crassus, etc. Go east a bit and read about Mithradates the Great ("The Poison King" is a good book on him). Read about Cleopatra and Anthony. Go back in time and read about Hannibal, Fabius, and Scipio. ("Scipio Africanus" by BH Liddel-Hart is really, really good; an amazing short work). Start connecting the dots. Read Cicero and Caesar's works.
"Threshold 3" guidance is harder to give. But you start looking for trends. Carthage is a naval power that is rich (from trade) that relies on a largely mercenary army. You'll come across that, note it down, note the disastrous "Mercenary War" of Carthage, and move on.
Then, maybe you're studying the American Revolution, and you realize that the British Empire (also a rich naval trading empire) relied on mercenary soldiers, and maybe you note that Washington ambushed foreign mercenaries -- Hessians -- at Trenton after he crossed the Delaware. That's interesting, isn't it? You note it down and keep moving on.
Over time, you start learning about the defensive ability of maritime powers with great navies, but also their relative vulnerabilities.
Maybe, over time, you start noticing that certain personality types and backgrounds that rise to the height of power often overreach in their lifetimes: note Napoleon's overreach in Spain and then invading Russia while the Spanish situation was still a problem; note Hideyoshi Toyotomi declaring war on the Ming and Joseon Dynasties with his still-not-consolidated unified Japan; note Adolf Hitler. Similar patterns; minimal consolidation. You file in that in your memory as you notice it.
Eventually you start connecting dots.
What else? If you really like a historical era, sooner or later you'll want to head over to Wikipedia and start Wiki-walking heavily to familiarize yourself with the names, places, maps, timetables, and everything of the era. "Sengoku" and its many offshoots was one of the big catalysts for me. Eventually you'll want to start reading less personal histories like Weatherford's History of Money that traces technologies, cultures, or trends... I'm wary of these types of histories, since they're far more likely to be seemingly-convincing-but-wrong, but sooner or later you'll have to get into them. Like, if you read about how the huge force was destroyed by Hannibal at the Battle of Cannae you'll draw your own conclusions but regardless of what conclusions you draw, you'll be dealing largely in facts. If you read "The Blundering Battle Syndrome" (I just made that up) you'll get a hand-picked list that supports the author's point but probably lacks counterexamples; I want to deal in facts and start identifying trends on my own primarily.
Whew. Long comment. Hope there's some useful jumping-off points for you there. Let me know if you take up any of the suggestions, and how it goes for you.
I notice a lack of primary sources on those examples.
(1)
Around 2009, I embarked on being a serious amateur historian. I wouldn't have called it that at the time, but since then, I've basically nonstop studied various histories.
The payoffs of history come slow at first, and then fast. History is often written as a series of isolated events, and events are rarely put in total context. You can easily draw a straight line from Napoleon's invasions of the fragmented German principalities to how Bismarck and Moltke were able to unify a German Confederation under Prussian rule a few decades later; from there, it's a straight line to World War I due to great power rivalry; the Treaty of Versailles is easily understood in retrospect by historical French/German enmity; this gives rise to World War II.
That series of events is hard enough to truly get one's mind around, not just in abstract academic terms, but in actually getting a feel of how and why the actors did what they did, which shaped the outcomes that built the world.
And that's only the start of it: once you can flesh out the rest of the map, history starts coming brilliantly alive.
Without Prime Minister Stolypin's assassination in 1911, likely the Bolsheviks don't succeed in Russia; without that, Stalin is not at the helm when the Nazis invade.
On the other side of the Black Sea, in 1918, the Ottoman Empire is having terms worse than the Treaty of Versailles imposed on it -- until Mustafa Kemal leads the Turkish War of Independence, building one of the most stable states in the Middle East. Turkey, following Kemal's skill at governance and diplomacy, is able to (with great difficulty) stay neutral in World War II, not be absorbed by the Soviets, and not have its government taken over by hard-line Muslims.
This was not-at-all an obvious course of events. Without Kemal, Turkey almost certainly becomes crippled under the Treaty of Sevres, and eventually likely winds up as a member of the Axis during World War II, or gets absorbed as another Soviet/Warsaw Pact satellite state.
The chain of events goes on and on. There is an eminently clear chain of events from Martin Luther at Worms in 1521 to the American Revolution. Meanwhile, the non-success the Lord Protectorate and Commonwealth of England turned out less promising than was hoped -- ironically, arguably predisposing England to being less sympathetic to greater democracy. But the colonies were shielded from this, and their original constitutions and charters were never amended in the now-becoming-more-disenchanted-with-democracy England. Following a lack of consistent colonial policy and a lot of vacillating by various British governments, the American Revolution happens, and Britain loses control of the land and people would come to supplant it as the dominant world power one and a half centuries later.
(2)
Until you can start seeing the threads and chains of history across nations, interactions, and long stretches of time, history is a set of often-interesting stories -- but the larger picture remains blurry and out-of-focus. The lessons come once you can synthesize it all.
Hideyoshi Toyotomi's 1588 sword hunt was designed to take away weapons and chances of rebellious factions overthrowing his unified government of Japan. The policy was continued by his successor after the Toyotomi/Tokugawa Civil War, which leads to the Tokugawa forces losing to the Imperial Restoration in 1868 as their skill at warfare had atrophied; common soldiers with Western artillery were able to out-combat samurai with obsolete weapons.
Nurhaci founded the Qing Dynasty around the time Japan was being unified, with a mix of better command structures and tactics. But the dynasty hardened into traditionalism and was backwards-looking when Western technology and imperialists came with greater frequency in the late 1800's. The Japanese foreign minister Ito Hirobumi offered to help the Qing modernize along the lines Imperial Japan had modernized while looking for a greater alliance with the Chinese. But, Empress Dowager Cixi arrests and executes the reform-minded ministers of Emperor Guangxu and later, most likely, poisoned the reform-minded Emperor Guangxu. (He died of arsenic poisoning when Cixi was on her deathbed; someone poisoned him; Cixi or someone acting under her orders is the most likely culprit.)
The weak Qing Dynasty starts dealing with ever-more-frequent invasions, diplomatic extortions, and rebellions and revolutions. The Japanese invade China a generation after Hirobumi was rebuffed, and the Qing Dynasty entirely falls apart. After the Japanese unconditional surrender, the Chinese Civil War starts; the Communists win.
(3)
From this, we can start drawing lessons and tracing histories, seeing patterns. We start to see how things could have broken differently. Perhaps Germany and France were doomed to constant warfare due to geopolitics; maybe this is true.
But certainly, it's not at all obvious that Mustafa Kemal would lead the ruins of the Ottoman Empire into modern Turkey, and (seemingly against overwhelming odds) keep neutrality during World War II, rebuff Stalin and stay removed from Soviet conquest, and maintain a country with secular and modern laws that honors Muslim culture without giving way to warlordism as happened to much of the rest of the Middle East.
Likewise, we can clearly see how the policies of Empress Dowager Cixi ended the chance for a pan-East-Asian alliance, trade bloc, or federation; it's not inconceivable to imagine a world today were China and Japan are incredibly close allies, and much of the world's centers of commerce, finance, and power are consolidated in a Tokyo-Beijing-Seoul alliance. Sure, it's inconceivable with hindsight, but Japan in 1910 and Japan in 1930 are very different countries; and the struggling late Qing Dynasty is different than the fledgling competing factions in China after the fall of the Qing.
We can see, observing historical events from broad strokes, the huge differences individuals can make at leveraged points, the eventual outcomes in Turkey and East Asia were not-at-all foreordained by geography, demographics, or trends.
(4)
Originally, I was sketching out some of these trends of history to make a larger point about how modern minds have a hard time understanding older governments -- in a world where "personal rule" is entirely rebuffed in the more developed countries, it is hard to imagine how the Qing Dynasty or Ottoman Empire actually functioned. The world after the Treaty of Westphalia is incredibly different than the world before it, and the world before strict border controls pre-WWI is largely unrecognizable to us.
That was the piece I was going to write, about how we project modern institutions and understandings backwards, and how that means we can't understand what actually happened. The Ottomans and Qing were founded before modern nationalism had emerged, and the way their subjects related to them is so alien to us that it's almost impossible to conceive of how their culture and governance actually ran.
(5)
I might still pen that piece, if there's interest in it -- my attempt at a brief introduction came to result in this very different one, focused on a different particular point: the threshold effect in learning history.
I would say there's broadly three thresholds:
The first looks at a series of isolated events. You wind up with some witty quips, like: Astor saying, "Sir, if you were my husband, I would poison your drink." Churchill: "If I were married to you, I'd drink it."
Or moments of great drama: "And so the die is cast." "Don't fire until you see the whites of their eyes." "There is nothing to fear except fear itself."
These aren't so bad to learn; they're an okay jumping-off place. Certainly, Caesar's decision to march on Rome, Nobunaga's speech before the Battle of Okehazama, or understanding why Washington made the desperate gamble to cross the Delaware all offerlessons.
But seeing how the Marian military reforms, Sulla's purges, and the Gracchi brothers created the immediate situation before Julius Caesar's fateful crossing is more interesting, and tracing the lines backwards, seeing how Rome's generations-long combat with Hannibal's Carthage turned the city-state into a fully militarized conquest machine, and then following the lines onwards to see how the Romans relied on unit cohesion which, once learned by German adversaries, led to the fall of Rome -- this is much more interesting.
That's the second threshold of history to me: when isolated events start becoming regional chains; that's tracing Napoleon's invasion of Germany to Bismarck to the to World War I to the Treaty of Versailles to WWII.
Some people get to this level of history, and it makes you quickly an expert in a particular country.
But I think that's a poor place to stop learning: if you can truly get your mind around a long stretch of time in a nation, it's time to start coloring the map. When you can broadly know how Korea is developing simultaneous with Japan; how the Portugese/Spanish rivalry and Vatican compromises are affecting Asia's interactions with the Age of Sail Westerners; how Protestantism is creating rivals to Catholic power, two of which later equip the Japanese's Imperial Faction, which kicks off the Asian side of World War II -- this is when history starts really paying dividends and teaching worthwhile lessons.
The more you get into it, the more there is to learn. Regions that don't get much historical interest from Americans like Tito's Yugoslavia become fascinating to look at how they stayed out of Soviet Control and played the Western and Eastern blocs against each other; the chain of events takes a sad turn when Tito's successors can't keep the country together, the Yugoslav Wars follow, and its successor states still don't have the levels of relative prosperity and influence that Yugoslavia had in its heyday.
Yugoslavia is hard to get one's mind around by itself, but it's easy to color the map in with a decent understanding of Turkey, Germany, and Russia. Suddenly, figures and policies and conflicts and economics and culture start coming alive; lessons and patterns are everywhere.
I don't read much fiction any more, because most fiction can't compete with the sheer weight, drama, and insightfulness of history. Apparently some Kuomintang soldiers held out against the Chinese Communists and fought irregular warfare while funding their conflicts with heroin production in the regions of Burma and Thailand -- I just got a book on it, further coloring in the map of the aftermath of the Chinese Civil War, and that aspect of it upon the backdrop of the Cold War and containment, and how the Sino/Soviet split led to America normalizing relations with China, and...
...it never ends, and it's been one of the most insightful areas of study across my life.
History in that first threshold -- isolated battles, quotes, the occasional drama -- frankly, it offers only a slight glimmer of what's possible to learn.
Likewise, the second level of knowing a particular country's rise and fall over time can be insightful, but I would encourage anyone that has delved into history that much to not stop there: you're not far from the gates unlocking to large wellsprings of knowledge, a nearly infinite source of ideas, inspiration, case studies, and all manner of other sources of new and old ideas and very practical guidance.