I had a similar experience when I discovered Steve's blog in early 2006. I read his articles for a couple of weeks until I got a good overview of the field, the main references, and then, based on my needs at the time, I started to choose topics.
On 2006 my goals were get better in two planes: productivity and finances. So I went back and forth between the two subjects. Later in the year, I became more interested in spiritual topics, so my focus shifted for a couple of months. Looking in retrospective, I think the idea of focusing for a short period of time in a topic has served me well, and it has reduced the anxiety that I felt when I was going through out many topics in parallel.
For this year, my goals are to improve my reading comprehension, my writing skills, and my investment savvy. My plan is to focus 30 days in each one, and repeat the cycle during the year.
About your question of what should be your first book to read, I would start with "10 secrets for success and inner peace", by Dr. Wayne Dyer. After that, I recommend you to follow Steve's recommendation to be found here http://www.stevepavlina.com/personal...ment-books.htm
Good luck and keep us posted on your progress.