Starting out, I'd suggest a general book that outlines the thoughts of many philosophers... It will help give you a general feel for some of the systems/people, etc... from there, you can then branch off into more direct study of particular philosophies and philosophers... one recommendation: don't go into it looking to find absolute Truth, none of the philosophies can offer that
... there are really two reasons I can see for philosophical study... 1. for a general historical/scholarly interest or 2. to find ideas and thoughts that you can then use to supplement your own journey and speculations... I enjoy both... some stuff may be interesting, but not terribly useful... other stuff sticks with me, and helps me in my own journey of life...
Best of luck!!