Read what you enjoy reading. If unsure, I suggest starting with one of the books often used by college level Literature classes that touches on many areas of fiction, poetry, and drama.
Considering the forum you are posting this in, my suggestions:
Il Principe (The Prince) by Niccolò Machiavelli.
On War and possibly Principles of War by Carl von Clausewitz
The Art of War Sun Tzu (aka Chang Qing, aka Sun Wu)
The various writings of Ernesto Guevara de la Serna
The Histories by Herodotus
History of the Peloponnesian War by Thucydides
Anabasis Alexandri by Flavius Arrianus Xenophon, known as Arrian
The Longest Day and A Bridge Too Far by Cornelius Ryan
Achtung Panzer! by Heinz Guderian
Me, I tend to go for Hard Science Fiction and Military Science Fiction more than any others: David Weber, David Drake, Jerry Pournelle, Joe Haldeman, Keith Laumer, Ben Bova, David Brin, Larry Niven, Kim Stanley Robinson, Charles Sheffield, and the like.