Start with the Five Families by Selwyn Raab.

It gives a great foundation for understanding the rest of the books which are mostly stories dealing with more recent history.

Five Families is the size of a thick textbook. My advice is to buy a copy, get comfortable, and put on some interesting music.

Enjoy reading the stories within it to a good soundtrack. It will be better than a movie.

For the last mafia book I read, I had History by Groove Armada Grum Remix on in the background for a good deal of it.