The three introductory books I always recommend for the Cold War are:

Melvyn Leffler, For the Soul of Mankind: Focuses primarily on the United States and the Soviet Union, and gives primary emphasis to the role of ideology and (mis)perceptions of national security threat.

John Lewis Gaddis, The Cold War: A New History or Strategies of Containment: Both are well-written, but Strategies of Containment is a much more analytical account than the more narrative-driven Cold War: A New History.

Odd Arne Westad, The Global Cold War: Third World Interventions and the Making of Our Times: I've heard from several people that this book is fairly dry, but I find it a very stimulating read. Westad, in contrast to Leffler and Gaddis, gives primary importance to the Third World in the Cold War superpower struggle.

While all these are great books, I find Leffler's argument to be the most persuasive and the writing to be the most lively.

Edit: You might also find some other books of interest in the sub-reddits booklist located in the sidebar.