What is gathered here is the best resources I have for this most interesting and fascinating Religion, there's others I have e versions of, but they're cheap with typos that make reading it a chore.
Rig Veda -- 3863 pages
It is unclear to me if this is just the 1st part of the 4 Vedas, but judging by the length it may be, however it may be the 1st would be the most enjoyable to a westerner.
The Upanishads -- 663 pages
For philosophy nerds, this is the creme de la creme.
The Valmiki Ramayana -- 2210 pages
This and the next one is made great by Bibek Debroy's translation and copious notes, he has also done many of the Puranas, which are like these 2 epics, I won't try to explain the superstructure of Hindu literature, Bibek does it like few else could, so if interested, search with his name and these titles on YouTube, and he'll do the rest. I will say this, it's sunk in that Ramayana tells of the Solar dynasty, and the next one of the Lunar dynasty.
The Mahabharata -- 5000 pages
In this sweeping epic, you can find the crown jewel of all Hindu sacred literature -- The Bhagavad Gita.
What would be a good music accompaniment to this if silence isn't an option? Well something peaceful, and minimal I would say, to help you concentrate on the texts, and can help foster inner illumination, and awe.
@MrAlmostCrazy This was the path that I think was suited to me, as a person who looks for the logic first. There may me different order one should proceed with depending on their individual approach & understanding.
There are many life lessons hidden in Ramayana and Mahabharata that one may enjoy once get the logics and fundamentals from Gita and Upanishads. And on the other hand Ramayana & Mahabharata are epic stories, and some people who understands things from a story perspective in an easy way, starting from the epics will be better for them.
Vedanta are the final conclusions of the Vedas. Upanishads are essentially the primary source and foundation of Vedanta. Many teachings of the Bhagavad Gita are essentially drawn from the Upanishads. Vedanta also includes Brahma Sutras and commentaries apart from Upanishads and Bhagwat Gita.