[Meela]

You're questions aren't absurd [img]smilies/smile.gif[/img] I've asked a fair few questions about where to find information in the past.

Okay, I'm not much of an expert myself, but I can answer a couple of points.

I have nine out of twelve of the HoME volumes, and it is worth collecting them, but probably only if you want to collect all of Tolkien's works, or you wish to study everything. I haven't bought them in order recently; instead I often look at the content of each one, and if I happen to have the money, will buy a volume that interests me in particular, eg. the last one I bought was War of the Ring, because I wanted to read more on Denethor and Faramir and current events of the Third Age. But if you prefer studying the First Age, pick up some of the first volumes instead. The first one I bought was volume 3, because I was enchanted by Luthien (Volume 3 contains the Lay of Luthien).

I think the Letters of Tolkien contain some additional information, but having not read them, I can't really say.

As for my own learning... obviously I'm working my way through the HoME volumes, but I only go for what specifically interests me. The other volumes are simply collectibles. If you don't feel particularly interested in one area, don't study it. It's not worth wasting your time just because you feel you have to cover everything.

I personally enjoy reading the appendices in Rotk. And my encyclopedia of all things Rotk. And indexes.
Appendices~ lots of condensed information in easy-to-take-in tables, chronologies, family trees, etc. The information is information that I want to learn, and it's in a good, quick form. Fun reading. Has some good stuff on Denethor.
Encyclopedia~ this actually came into use when I began typing it up for my site, so I doubt it's actually fun to read like a book. But occasionally I do flick through and read random entries, and I pick up some interesting facts.
Indexes~ again, not general reading, but a personal use. I wanted to choose names for myself and my future kids, so naturally I flicked through the index. If anything or anyone sounds interesting, I look them/it up. Instant information.

Okay, so most of what I do is kinda dull and only applies if you have too much time on your hands, as I do.
Basically, choose something that appeals to you, eg. a particular volume of HoME, or just a section of the Appendices, and read it. Or you can methodically work through every book, but you may find that too tedious and time consuming.
You don't need to pick everything up, and definitely not at once. Just start with something interesting. That's what I did. It's been a while, but I'm getting somewhere.

Hope some of my rambling helps [img]smilies/smile.gif[/img] once I start I can't stop, and I more often than not lose track, but there's something of a reply built in. Have fun learning!