IMO start with a recent book that spells out useful pointers to give the classics a critical read: "Debunking Economics", by Steve Keen. Keen gave a talk at G

IMO start with a recent book that spells out useful pointers to give the classics a critical read: "Debunking Economics", by Steve Keen. Keen gave a talk at Google a few years back that was a pretty good summary of what's in the book's first version. If you're into stats and finance also check out the author's finance classes on youtube. Besides a bunch of videos that cover what's in his book, there are quite a few on financial modeling, and at least one video in there that delves into power laws and financial markets. Also, try to throw in a few history books to your mix: history of the world, of science, and of ideas. History helps contextualize and make sense of what was going on in the mind of contemporaries as economic theories matured.