Answer

That depends on where you're at and what interests you. There is no universal answer.
I started with introductory books on logic, like the one by Copi. Bergmann's book, Introduction to the Theory of Logic, is also important, but quite difficult and comprehensive. The same goes for Bergmann's introductory books in general. There are analytical books by A. Z. Brown, such as The Problem of Being, that teach philosophical analysis. Bertrand Russell's The Problems of Philosophy is also recommended. Taylor's Metaphysics.
Books from the Open University teach philosophy, and I think it's worth studying from them. All of these are not foundational books in philosophy, but books for the beginning student. I think the way to advance is not to buy and read the foundational books, but דווקא to read about them rather than read them themselves. Once you get into it, you can focus on what interests you, and then maybe go into the foundational books themselves.
Good luck
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Questioner:
Thanks.
I bought Ethics, Philosophical Investigations, and Husserl's The Crisis of European Sciences. In your opinion, are they interesting books?
Can I start with them?
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Rabbi:
You can start with anything. The first two are very difficult, and the third isn't easy either. You just have to roll with it and see where you end up.