>>24861176 (OP)
It's a very difficult subject to get in to but reading philosophy is the only real way to begin. It's important to read at least some Plato and some Aristotle. With Plato, I would begin with 'The Apology', which is a short piece often used in intro phil courses. From there you can move on the Crito, Phaedo, Charmides, Lysis, Laches, Meno, Protagoras, Phaedrus, Sophist, and some selections from the Republic. With Aristotle, I highly recommend reading some of the Organon, Physics, and the Nicomachean Ethic's. I don't think you need to read either Plato or Aristotle cover to cover if you don't want to, but it's important to have an overview of both as many philosophers, even into modern times, reference and respond to them.
I am not a good scholastic so I can't point you to much there, besides Boethius and some selections from Aquinas. There is probably a good anthology for scholastic philosophy, maybe someone can give us a recommendation.
For the early moderns, there are the continental rationalists, of which you should read Descartes' Meditations and Discourse on Method, Leibniz's Monadology, and Spinoza's Ethics. For the British Empiricists, It is essential to read Hume, Locke and Berkeley, again probably not cover to cover.
If you get to this point, then Kant is really the biggest barrier for most autodidacts. It is absolutely essential to read the CPR if you are to make sense of anything that goes on for the next hundred years. I highly recommend Buroker's companion text, it's really great and it walks you through the whole text almost line for line.
Philosophy is an architectonic discipline, and so the challenge in philosophy is largely building up your historical foundations so that you can engage with more recent philosophy in a meaningful way. Throughout the entire process of learning philosophy it's very helpful to look for contemporary scholarship on what you are reading. Anthologies, commentaries, and research papers really help.
I actually hate advice that is "just read" but its the best advice I can give here. At the same time, it is important that you find it interesting otherwise you simply will not continue. So if you, in reading Plato, develop some deep interest in reading Schopenhauer, or Spinoza, or you want to read the Pre-Socratics, and you can make it through those works, then follow your interest and do it. I personally never had any motivation to read Kant at all until I read Nietzsche. From Nietzsche I worked backwards into Schopenhauer, then Kant.