You need some entry-level religious texts:
Christianity: the Gospels (and not just the four canonical ones in the Bible). Also, read some scholarly opinions (the Gospels are all set up to portray a very particular picture of Jesus), as well as some Muslim and Hindu ones (yeah, attack me for this, I don't care). They'll help you, actually.
The Hebrew Scriptures can offer you a good bit of context, and they're the writings which Jesus based his own belief system on. He preached them, pretty much.
Islam: the Qur'an, but also the Rubaiyat of Omar Khayyam and Rumi's poems. Read up on historical context, too, and make sure you learn your maths and sciences.
Judaism: the Torah, but also the "Writings", the so-called "Ketuvim". They're the "Wisdom" bits of the Bible. As always, you need good historical context, so read up on that.
There's the Talmud, too, but it's a bit more advanced.
Hinduism: the Bhagavad Gita, though it isn't canonical. It IS accessible, though, so you'd like it. After that, read the Upanishads (with scholarly accompaniment, of course). The Vedas are last; they're super-difficult.
Buddhism: real truth can only come from the inside. You must seek the path of Awakening yourself (i.e. I don't know which book is the best, most reliable one).
Sikhism: the Guru Granth Sahib. No need to read the whole tome, just some. They're beautiful, very brilliant.
Jainism: the Agamas, I guess, but... I don't know.
Remember: always get historical context and always read scholars' writings to help you along (at least at first). Either that, or just come to RF often.
These will get you started on the most mainstream of religions but there are thousands of other religions and traditions. Good luck, my friend, and follow the advice of the other posters, too!