Below are some links you may find helpful for introductory information.

The best method I've seen for studying is to read the books of Samael Aun Weor in combination with reading or listening to the lectures on this site (not simultaneously of course ).

As for which books or lectures to study, this is something intuitive. You should study what naturally gives rise to your spiritual inquietudes.

What's important is to balance study with practice (specifically meditation). Don't overwhelm yourself, study some and then meditate on what you study. With consistent, daily effort things will become more clear.