If you're looking for a single book to read for a broad, synthetic overview I'd recommend Richard White It's Your Misfortune and None of My Own: A New History of the American West (1993) or Robert Hine & John Faragher The American West: A New Interpretive History (2000) equally to anyone asking this question.

After those, for added perspectives on specific topics I'd suggest Clyde Milner (ed.) The Oxford History of the American West (1996). All three books have strong "further reading" sections and supplementary bibliographies that would lead you down the road to years of study if you're so inclined.

You only need to glance at the Amazon reviews of the first two titles to realized that there is some controversy over "varying interpretations" of the history of the western United States. In the late 1980s the emergence of what became known as "the New Western History" re-energized the study of the region by infusing it with deep attention to issues of race, class, gender, environment, and other questions that had received short shrift in many traditional histories. That pissed off a lot of people, some of whom remain pissed; the non-scholarly reviews of these works that complain about them being "PC" or "biased" are reflecting casual readers' reactions to what is now a decades-long debate among professional historians about the kinds of questions we should be asking about the past and whose stories deserve to be told. Suffice it to say that these three books, and most of the others I teach in my classes, all reflect the more complex and less triumphalist sort of history that the New Western History brought to the fore.

/r/SnowblindAlbino has some great suggestions here that I need not repeat. To add to those comments, I recommend the works of Tom Noel and Duane Smith. Tom also gives great tours of Denver - and his saloon/bar tour of the city is not to be missed. His writing is engaging, and he is a lot of fun.

Duane has become the Grand Dean of mining studies and in particular of the mining camps of Colorado. He writes with authority and years of contributions have won him a great deal of respect. And again, he gives great presentations and rural tours, so I recommend catching his work whether in writing or in person.

The Colorado State Museum in Denver is also fantastic; I recommend a visit.

Awesome! Thanks so much. I now have some overview options and will eventually look into a more detailed section as my local history curiosity is only growing by the day. I really appreciate the recommendations :)