It's hard to describe how I got to know what little I know about Tolkien, but the story can be told fairly briefly: I started off with The Hobbit, then read The Lord of the Rings a few years later. At the time that was enough, but later I started to look for the other books mentioned in the fly-leaf, starting with the Silmarillion. I wasn't really aware of learning anything at the time, but later I realised that I'd been getting to know a thing or two in the same way that one might learn the words to a favourite song: I read, I thought about it, and there was the knowledge. After a while I started collecting the additional Silmarillion material, starting with Unfinished Tales, and at the same time I started taking an interest in Tolkien's opinions on other subjects.
The Letters were a real eye-opener for me as well. As Child mentions, Tolkien's correspondance style is entertaining and readable, and the latest edition has a comprehensive index and improved system of notes, so looking up particular issues (or even some famous comments of Tolkien's) becomes surprisingly easy. Personally I read them from cover to cover, but they can be just as valuable if you start with the subjects that most interest you and gradually work your way through them.
If you want to understand The Silmarillion in depth, then The History of Middle-earth is an essential resource: it has many, many texts written between about 1915 and Tolkien's death, including material not even alluded to in the previously published works. Amongst other things you'll find Ælfwine's original translations into Old English of various historical documents of the Elves, every stanza Tolkien wrote of the Lay of Leithian along with commentary on the earlier verses by C.S. Lewis, and a number of essays concerning the legends. The only full account of the Fall of Gondolin is there in the Book of Lost Tales II, and every legend from the Silmarillion is traced through various texts that Tolkien wrote and left in diverse stages of completion. Even if you don't care much for the academic analysis of Tolkien's writing, there's a wealth of fantastic poetry and prose in there that never saw the light of day during its author's lifetime.
I'd also advise reading some of Tolkien's professional work, some of the less complicated examples of which are published in a collection called The Monsters and the Critics and Other Essays. Middle-earth was a hobby, but Tolkien studied English language and literature for a living, and his professional opinions often find their way into his fiction. You can discover a lot about what he was trying to achieve in his books by looking at what he had to say about the works of earlier writers. Don't stop with Tolkien, though: there are a lot of very good essays about his works, many of them available on-line.
Basically, though, my advice is to read what you enjoy and then see where it leads you. It never does any harm to come back to material that you've read in the past and see where new knowledge (or just general experience) can give you a fresh insight. This isn't an academic course, though, and not everybody finds delving through mouldy vellum deeply rewarding. There's no sin in seeing a book just as a good story, but if you want to get a deep insight into what it's all about, there are plenty of resources for doing it. This forum is one of them. Now read on...
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Man kenuva métim' andúne?
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