This is obviously a key book for western culture. And since we are investigating religions, this is the place to start. I am reading The Holy Bible: HCSB Digital Text Edition. This Kindle edition has issues, but I think the HCSB Bible is the best, most accurate, and easiest to read version of the Bible.
Don't neglect the New Testament in favor of the Old Testament. Jews are stuck in doctrine and ritual that is no longer necessary. Jesus taught to beware the leaven of the Pharisees and the Saudaccees (spelling on that may be off). He died on the cross for your sins as a final blood sacrifice for you and is waiting for you any time you would like to start a personal relationship with him. His blood will purify your sin and bring you closer to God, since he serves the High Priest and your personal intercessor.
My head is fuzzy so I can't quote all the scripture right now but that's the basic gist. It's all in the Bible. You can find it for yourself. We have plenty of time.
Not all Jews are stuck in doctrine and ritual, in particular the Karaite Jews aren't. Orthodox Judaism has more doctrine and ritual than I would like, but I will put up with that for the other benefits. I understand why Jesus complained about the Pharisees, but I honestly don't understand what problem he had with the Sadducees.
I think it is a good idea for everyone to read both the Old Testament and the New Testament before reaching any conclusions about religion.