For D&D history, it's hard to argue with the Rules Cyclopedia. While it's a quirky system, it's one of the most elegantly developed RPGs of all time, very nearly the platonic ideal of itself. If you are looking to read more than play, the 1e AD&D DMG is a good one; the 2e version is namby-pamby, but has (generally) better rules. Going into third edition, you have to look at the 3e DMG II, which actually has some very solid advice.
In terms of systemless stuff, everyone should read Robin's Laws of Good Game-Mastering. I don't agree with all the advice, but everyone should read the advice. Gygax also penned two books, Master of the Game, and Role-Playing Mastery, that are quite good.
In terms of setting... at least one version of Greyhawk, the original boxed Dark Sun, and The Hollow World are essential to capture the classic swords-and-sorcery roots of D&D. Add to that any settings you are particularly fond of.
What you really need to do, though, is to read stuff besides D&D! For a truly classical education, you'll want to look at Bard Game's Arcanum/Atlantean trilogy, The Palladium Role-Playing Game (aka Palladium Fantasy 1e), one or more versions of the original Runequest, The Chronicles of Talistanta (plus either second edition or fourth edition of the Handbook), and one or more versions of Tekumel (Empire of the Petal Throne). Additionally, chew on at least one game off the beaten path: Pendragon, Swordbearer, Tunnels & Trolls, and HARP (or Rolemaster, or MERP) are all worth reading. Why do this? Back in the day, "playing D&D" as often as not meant playing some kind of hybrid. Even if you plan on playing pure D&D 4e, it's good to know what else has been tried. Inspiration could be lurking anywhere, and a broad reading list will allow you to have more fruitful conversations when talking critically about RPGs or asking for advice. From a player standpoint, each of these games will suggest archetypes, adventuring activities, or background options that can be used as inspiration.
Finally, play games besides D&D. This is the same advice, but moreso. Between 1981 and 1983, quite a few new games appeared, and by 1984, it was a whole new world. Say what you will about the dominance of D&D, there have always been other games, even non-fantasy games, since virtually the very beginning. GURPS Lite is free, and you should look at Hero System, too. WEG's D6 system is a classic, also much of it is avaible for free. In terms of super-hero games, you would be looking at Marvel Super Heroes (the original), DC Heroes, Champions/Hero System, and Mutants & Masterminds.
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