Well luckily the First World War has plenty for you to engross yourself in! Here is the section on novels written by soldiers from their perspective in our booklist. I'd recommend Ernst Jünger's Storm of Steel over any of them all though; it's fantastic.

Come visit /r/DigitalHistory. It's been a bit quiet there lately, but there are already enough posts of interesting "raw material" there to keep you busy for a very long time.

There's a term for "raw material". It's called primary source material. I just received a book as a gift it's called "reporting the revolution". It contains newspapers and articles from eighteenth century America. Highly recommend for primary sources on the subject.

I think the primary source texts I work with tend to be something of an acquired taste. It's often hard to catch the flavor of what a particular source is doing until you've tried a bit of the broader palette.

That said, I think Guy Halsall's Worlds of Arthur is a great introduction. Halsall asks two basic questions: (1) Where did the story of King Arthur come from? and (2) What can we actually say about early English kingdoms? This isn't first-hand history per se, but Halsall is very interested in teaching his readers how early medieval historians go about their business, so I think it will still get at what you're looking for, if this is a period that you're interested in.

Halsall ends up arguing that historians need to think about archaeology if they're going to be successful, and if you're willing to look further into medieval archaeology, I'd strongly recommend the work of Martin Carver. He wrote a terrific text called Sutton Hoo: Burial Ground of Kings. Sutton Hoo is one of the most impressive burial grounds ever found -- these early English aristocrats were buried with at least two whole ships! -- and Carver (who led the most recent excavations) does a good job presenting it to the public. He even includes a Q&A section which is worth the value of the book itself ($3 used).

Carver's most recent book is in some ways even more ground-breaking. Portmahomack: Monastery of the Picts is a great story that tells how archaeology gets done and what it can tell us. In this case, Carver and his colleagues ended up uncovering a very unique example of early Christianity in Scotland, which could end up changing the entire way we write about what happened in early medieval England.

Beyond that, I love the Icelandic sagas. These are in some ways more literature than history: most were written hundreds of years after the events they describe. But they're often about the scrubby day-to-day life that does in fact give the reader a pretty authentic view of hardscrabble (and sometimes violent) life in the medieval North Atlantic. I periodically pick up my copy of The Sagas of the Icelanders which contains about 40 different sagas (so it's super thick, but super easy to read in small chunks). Outside of that, favorite sagas generally include Laxdaela Saga, Njal's Saga, and Egil's Saga. There've been a few threads about these on /r/AskHistorians: Sagas of the Icelanders and Other Saga Recommendations.

This is a an excellent question!

In my experience it's not possible to get a good understanding of the history of any time or place without reading a good selection of documents written at the time. We can never get the real 'flavor' of a period by reading only accounts written by modern writers.

'Raw material' is called 'primary sources' in the terminology of historians.

The Medieval Sourcebook has a very good collection of primary source documents, covering different topics, nations, areas of interest from the medieval period. http://legacy.fordham.edu/halsall/sbook.asp

The Chronicles of Froissart provide an account of the history of 15th century France and England, very readable, and often from first hand accounts. He will say things like, 'I spoke to a knight who was present at this battle, and he told me... etc.'

Julius Caesar's Gallic War and Civil War gives his own personal account of his conquest of Gaul and defeat of Pompey.

Letters and diaries can be very good sources. For the 15th century there are the Paston Letters. The letters of Queen Elizabeth I have also been published.

Pepys Diary provides a unique first-person view of daily life in 17th century England. Online at http://www.pepysdiary.com/

For 18th century England, I recommend Boswell's Life of Johnson - perhaps the best work of biography ever written, and that gives a good sense of the small details of everyday life in 18th century London. Fanny Burney's Diaries are also riveting reading in places.

If you are interested in sea warfare read Frederick Marryat's semi-autobiographical novel Frank Mildmay, or The Naval Officer makes fascinating reading, because it's basically his own personal story of joining the navy as a midshipman in 1806 and being on a warship throughout the rest of the Napoleonic wars. http://www.gutenberg.org/ebooks/21554

The very best thing we can do to gain a good knowledge of any period of history is to read what the actual people of those times had to say. It's the closest we can get to conversing with people of the past. Often what they say and the way they say it is different from what we might expect.

You are looking for primary sources. Luckily for the general public, many primary sources have even been translated into English with good commentary explaining the context and trickier parts of the text. These are called primary sources in translation or more commonly just editions of whatever the original source is named. My best recommendation is to go to a large ACADEMIC publisher's website and look for something that interests you. If the work is a primary source that's been translated, it will list both the original author and the translator.

Here is an example from Oxford University Press.

Here is another from Harvard University Press.

If you're looking for something more specific, I'll try to help if I can.

Hope this helps a little. Happy reading!

One project I've been doing on an intermittent basis is scanning microfilmed newspapers from Alaska and posting them on /r/100yearsago. If you're interested in reading a paper or two, the entire collection is on my imgur account: http://thealaskan1.imgur.com/

The Memoirs of the Conquistador Bernal Diaz del Castillo first person account of Hernan Cortes' travels and conquer of Moctezuma.

Geronimo's Story of His Life Surprisingly Geronimo doesn't make himself look a complete hero, including stories of his hatred of Mexicans and numerous bloody attacks.

/u/truethomas suggested Frederick Marryat, free ebooks of all of Marryat. But review carefully, some of his works are flowery British writing that, for me, gets very tedious, example is Mr. Midshipman Easy.

All are free ebooks, the site is a better for browsing than Gutenberg. Also you make reference to your native language, Manybooks also has many non-English free ebooks.