Read all the philosophy you can, but also question everything you read. The dialogue of philosophy begins the moment one puts a tiny toe into it's waters.
Here's a list to get you started.
Introduction works:
"History of Philosophy" by Frederick Copleston, S.J.,
"History of Political Philosophy", edited by Leo Strauss and Joseph Cropsey.
"Story of Philosophy" by Will Durant
"A History of Western Philosophy" by Bertrand Russell
Websites:
http://ocw.mit.edu/OcwWeb/web/courses/co…
http://www2.warwick.ac.uk/fac/soc/philos…
http://plato.stanford.edu/
Important Texts and Philosophers
Plato -- The Republic (get Allan Bloom's translation & read his essay), The Laws (get Thomas L. Pangle's translation)
Aristotle -- Nicomachean Ethics, Politics, Metaphysics
Thucydides -- The War of the Peloponnesians and the Athenians
St.Augustine -- The City of God
Dante -- The Divine Comedy
Maimonides -- the guide of the Perplexed
St. Aquinas -- Summa Theologica
Machiavelli -- The Prince, The Discourses on the First ten books of Titus Livius
Bacon -- New Atlantis, Advancement of Learning
Descartes -- Discourse on Method, Meditations
Hobbes -- Leviathan
Locke -- Two Treatises of government, An essay concerning Human Understanding
Milton -- Paradise Lost
Shakespeare -- Hamlet, King Lear,
Spinoza -- Theologico-Political Treatise
Hume -- Treatise of Human Understanding, Enquiry Concerning Human Understanding
Rousseau -- Social Contract, Discourse on the Sciences and Arts
Smith -- The Wealth of Nations
Burke -- Reflections on the Revolution in France
Kant -- Critique of pure Reason, Critique of Practical Reason
Hegel -- Phenomenolgy of the Mind
Marx -- Capital
Nietzsche -- Beyond Good and evil, Thus spoke Zarathustra
Husserl -- Logical Investigations
Heidegger -- Being and Time
Wittgenstein -- Philosophical Investigations
Popper -- The Logic of Scientific Discovery, The open Society and its Enemies
Strauss -- Thoughts on Machiavelli