How would I start to learn about Medieval History? What books should I buy?
You're talking about 1000 years of human history over the span of a continent, so that's pretty vague.
Tell me what brings you to the subject, and I can make some recommendations.
What is your background to medieval history?
Are you high school, college, post graduate?
Is there also a particular country you are speaking of? for example, the Medieval history of Spain is very different than say, the Medieval history of Denmark.
If you're interested in Medieval European history, I would start with the Fall of the Western Roman Empire and the rise of the Byzantine state, and then specialize after you have a good understanding of that. Since the collapse of Roman supremacy in the Mediterranean was the catalyst which ushered in the Middle Ages in Europe, I can't think of a better place to begin. Some suggestions for starting:
The Fall of the Roman Empire: A New History of Rome and the Barbarians by Peter Heather
Byzantium: The Early Centuries by John Julius Norwich
The World of Late Antiquity: AD 150-750 by Peter Brown
From there, you will gain an appreciation for your presumptive area of interest: whether it be medieval Byzantium, the Merovingians, the Holy Roman Empire, medieval Spain, medieval Islam, the Vikings, the Anglo-Saxons...the list goes on and on.
Sorry, for the lack of information. Im in high school. I am interested in the Holy Roman Empire. What brings me in is the small nations that are not commonly known and the system. I have little or no background to Medieval History I know the basics of some of the nations. But that's it.