Yes, we have a lot of books, and the teachings they provide are vast and rich, thus it can appear overwhelming and confusing. Yet, the way to start is simple: listen to yourself.
Each person has their own needs, thus the only one who knows what you need is yourself. We advise you to listen to your intuition: pick books that attract your interest. If you still cannot decide, any of the books will help you, since they all contain a breadth of knowledge. In fact, students discover that each book has levels of knowledge: each time you read it, you find new things.
Ultimately, each book is one facet of a beautifully crafted gem. To understand the teachings, it is necessary to study all of the books; each one has a role to play in displaying to us the full perspective of the teachings. Those who only read a limited selection of the books choose to limit their understanding of the path. Therefore, we recommend that you aim to study them all, consciously, while practicing what they teach.