Scholarly books

And how do you recommend studying in terms of order, last and only then first?
Is there a commentator you recommend studying in particular?

In my opinion, there is no fixed order. I don't know your background, but without a significant period in the yeshiva, it is unlikely that you will get along with the first and last.

Sorry for digging, that's why I'm asking because I don't have a yeshiva background, but still, while I'm in the army, how can I invest my free time in real study?
In the meantime, my only study is on the weekly torah, with an emphasis on the Malbim, and occasionally a little bit of Shmuel, some pearls of halachah, etc. or books of morality and insight, Mesilat Yesharim, Letter from Elijah, etc.

I know your opinion that the main study should be the Gemara and especially how to study it.

In the Talmud, I don't know much about how to approach it yet, so I avoid it completely. So if you have any advice or a specific way to start, I would be most grateful.

I think that without a framework and without a background, Schottenstein is a reasonable solution. I don't know him, but there is a translation of the text of the Gemara and theoretical expansions.