I would start by saying that if you can get together with other heathens and have a community (sometimes called a Kindred or a Tribe), that is the best way to do heathenry. You can also join a national organization, like The Troth or Awaken The North, where you also can arrange to meet other heathens. Just be a little careful, some who calls themselves heathens/asatru/odinist can be on the extreme rightwinged.
I would suggest that you start by reading a general book about the time by a historian. It could be The Vikings by Else Roesdahl. The book is a bit old (from the nineties), but the information are generally still valid. Understanding the history is vital to understanding the historical sources.
It’s my opinion that a good overview is the next you should get. So I would suggest a book the retells the myths. It could be Norse Mythology by Niel Gaiman. Just know that none of the books that retells the myths are completely pricise, nor do they show the complexity of the sources.
After that read a book about Norse religion. Myth and religion of the north by Turville Petra are very good, but also quite expensive. Gods and Myths of Northern Europe by H.R. Ellis Davidson could be a second choice. I would love for ar new book of this type to be written by an academic. Our Troth 3ed edition volume 2 are a good book going through different thories about the gods.
If you want an easier way to understand the historical norse mythology, then Jackson Crawford has many good videos on his youtube channel. They are often a good introduction to the myths and the sources. He is sometimes a bit to focussed on the icelandig material and sometimes simplyfy things a but. Find also the lectures of Neil Price on Youtube. Norse Mythology Podcast are also a good place to get information.
Then I would suggest that you read the sources,because you now know enough to understand them.:
The Poetic Edda (sometime called The Elder Edda): Poems written down in medeival Iceland. Most of them goes back to heathen time. If you have been suggested to read The Havamal, then it is part of this book. Read a modern translation first (and not all the old free pdf’s online or in those “study Havamal” books where someone just have publish several outdated versions”). I will suggest the translation by Carolyn Larrington, that is the best out there, but Jackson Crawford or Andy Orchard could also be a suggestion. The last one is fairly cheep second hand.
The Younger Edda: The Christian medieval author Snorri Sturlasson used the Edda poems to write about the old gods. His narrative is easier to understand, but he is sometime misinterpreting the poems. We should remember that he is fairly close in time to the heathen ancestors, so his understanding of the culture is often better than we give him credit for.
Heimskringla: This is the story of the kings of Norway and Sweden. The first part called Ynglinge Saga tells the story of the gods, they are just changed to be human kings. This boos is also written by Snorri Sturlasson.
The History of the Danes or Gesta Danorum by Saxo Gramaticus: A medieval history of the danish kings. There are often stories about the gods. They are also changed into human kings as in Heimskringla, Saxo seem to have acces to different versions of the stories as Snorri has and that makes it a great source. Here i would also suggest a newer translation, it could be: Karsten Friis-Jensen (editor); Peter Fisher (translator) (2015), Saxo Grammaticus: Gesta Danorum The History of the Danes , Volume 1 is the one that interest us.
Ibn Fadlan is an amazing source. It’s an Arabic traveler who meet some Vikings on the Volga River and witnessed a burial of a chieftain. There are also other sources about the Vikings from other Arabic travelers.
The sagas of the Icelanders and The Heroic Sagas: The Sagas of the Icelanders are the stories the Icelanders told about themselves written down in the middle ages. There are stories about religious practices in some of the sagas. The Heroic Sagas are stories of heroes. They was also written down in mediaeval times. Some of them recall real historic characters, some are pure fantasy. There are much mythological information in these sagas, its just hard to distinguish fantasy from real remembered lore.
If you are interested in runes, my suggestion is Michael Barnes: Runes a handbook. Its a book about the historical use of runes. You can also listen to Crawford Jacksons videos about runes. I dont know much of modern rune magic and divination. Its a modern practice. There might have been a practice af runic divination, but we dont really have ane secure sources for it. I’ve heard good things about Taking Up the Runes by Diana L. Paxson, but as it is a modern practice, I will suggest you ask more people with more knowled on this topic.
If you want an easy book about modern heathenism/Asatru, then I would suggest Mathias Nordvig: Ásatrú for Beginners- A Modern Heathen’s Guide to the Ancient Northern Way. The book goes through what we know about historical heathenry and suggestion for modern practices. I will also suggest A Practical Heathen’s Guide to Asatru by Patricia M. Lafayllve. It is short, easy to understand and has short practices and ceremonies after each chapter and more at the end of the book, both for solitary and group practice.
Everybody also needs a good reference book, and Dictionary of Northern Mythology by Simek is a must-have in any book hoard.
I would suggest that you ally yourself with a local library and second-hand bookshops (along with Amazon dealers and AbeBooks). Get as much as possible second hand or through interlibrary loan.