There’s almost no answer to this question that won’t have its detractors and critics. World history books, especially those driven by narratives, are notoriously prone to generalizations and trying to synthesize historical processes into one sweeping and concise overview. That being said: Toynbee’s “A study of history” and Braudel’s “Civilization and Capitalism” volumes. More recent work might be Osterhammel’s “Tranformation of the World” but that’s solely concerned with the 19th century and the beginnings of globalization. What eras/regions are you most interested in reading about?
Mostly the answer to this is "not really"; the closest you're going to get is probably a world history textbook. I don't use textbooks in any of my classes, but if I were going to, I'd use this one or this one. I am familiar with both from past classes and they're both about as good as textbooks get.
Now I'll do the AskHistorians thing where I go on a long tear about how you're not asking the right question. Read on, if you like. If not, just stop here.
The problem, of course, is that textbooks aren't very good, generally. The reason is built into your question: you asked for a book that covers all the "important" stuff, but exactly what is "important" is an open question with ever-changing answers. And, the answers that one chooses for what counts as important are inevitably value judgments with political consequences.
Historians in the 19th century thought that the most important thing they could do was articulate what they believed to be the objective history of their nation. It was quite clear to them that their nation--British, American, German, whatever--was an objectively existing thing and their duty was to chronicle that thing. For Europeans, these early national histories dug into the medieval past to find what amounted to racial or ethnic origins for Frenchness, Englishness, or whatever. The effect was really to create a cultural apparatus that supported the national state, which in the 19th century was either some kind of representative system in which participation was premised on membership in the nation, or was monarchy that at least made nods to the nation. For an examination of how nations were constructed (in part) through historical narratives, see Benedict Anderson's Imagined Communities, the standard work on the subject. For a more empirical study of what is essentially the same phenomenon, see Eugen Weber's Peasants into Frenchmen.
If the centrality of the nation as an objective category was not quite as dominant by the Second World War and immediate postwar years, the operation of the state certainly was. This is when much of the broad narratives students still learn in school were primarily laid out, and they're heavily tilted toward "high" politics: the evolution of the American federal system, for example, which necessarily involves one presidential elections, Acts of Congress, judicial decisions, and so on. For the broad narratives of Western Civilization or (more recently) world history, the major emphases are in their political aspects generally much shallower: the rise and fall of empires, major political ideologies like absolutism or socialism, maybe some specific nods to Athenian democracy or "social contracts," that sort of thing. And this is all fine. This is important stuff; many people lived and died because of it. Take a look at any major textbook today, or at the AP US, Europe, or World History exams and you'll find more of this kind of thing than anything else.
Historians have, since the 1960s at least, been pushing against this meta-narrative. It is the historian's job to question our received narratives, after all, and so there have been a wide range of theoretical developments over the last few generations of historians. The overarching category into which all (most) of those developments fit is attempts to broaden our historical narrative. Political histories just don't cover that much of society. They inevitably privilege the lives and experiences and concerns of the powerful, while neglecting often the great majority of people. In part, this is a function of evidence, for the powerful--people and institutions alike--leave behind far more evidence than the powerless, but if we are truly interested in understanding the human past, political history is not enough. Social history and cultural history are direct responses to the problems outlined above. Sadly, most textbooks do a poor job of dealing with social and cultural history. They remain top-heavy and, frankly, fucking boring. So, check out the ones I mentioned above. They're not the worst, but they sure as hell have their limitations.
Some time ago, I commented on the meta-narratives of Western Civilization here, if you’re interested in more.
Adding to what the other have said I'll link to the /r/askhistorians books and resources list. I think what you are looking for can be found in the general category
From this I read McKay so I'll copy the description from that one:
A History of Western Society by McKay, Hill and others, 2008: A good overview, picks up where The Human Past left off (with an overlap in antiquity) and provides the historical, rather than archaeological, perspective. Very readable, and though it's a textbook and thus most suitable for students (with plenty of 'summaries' and lists of important key words), I'd still recommend it to people who are interested in history without having access to the formal education (and to archaeologists who only study prehistory!).
It's a big book (more than a thousand page) and because it was meant for students it has many summaries and even some onine multiple choice tests. I'll link to an image of the index page so you get an idea of the contents: 1 and 2
Edit: I will say that this book has a bit of the classic western bias (kind of obvious with the name) and it follows the classic line of Mesopotamia > Egyptians > Greeks > Romans > Middle Ages > Renaissance and Enlightenment. And it's more focussed on recent history so if you are more interested in ancient history then you might want to look more towards one of the other books on that list.
World History has become a study in its own right. Where i come from we use 'A History of World Societies' edited by McKay (being continuously updated rather needlessly forcing students to buy expensive new editions with few changes every year).
Does it provide an adequate overview of world history and its various possible venues of further research? I would argue not. Its written - or compiled - with a view towards contemporary political issues. It therefore spends as much time discussing the Haitian Revolution as it spends discussing the French Revolution. Without wanting to be a total eurocentric i think it is very, very easy to argue that one event here is much more important to world history than the other.
So there are available overall books on world history out there but that doesn't mean that they provide a truly extensive view of, well, world history. If you read about the reformation or the industrial revolution in this book there will be little regard for the historiography of the subjects and it will falsify a kind of 'golden middle way' objectivity regarding, say, whether the industrial revolution was overall 'good' or 'bad' for industrial workers and society in general. Personally, i think little is gained from this attempt at objectivity since the reader would become better informed were the authors to make compelling arguments for certain views while allowing for the inevitable disagreement within the field.
The golden middle way approach, i fear, instills the false sense that there are sensible middle roads to historiographical development in general.
If you want general introductions to subjects to make sense i think you need to focus on a subject, era or place and remain conscious of the possible bias of the introductory books you read. Hobsbawms' 'The Age of ..' series is an excellent introduction to modern history from the french revolution until now. The author was a marxist, however, so you'll see a lot of focus on material developments, conflict between social classes etc.
One of the major problems with "World History" is a lack of archaeological knowledge or historical knowledge by the editors, and the books end up skewing very heavily in one direction or the other (or you have a really clumsy "pre-history" section somewhere in the book). To their credit, most of the World History books I've read by professional historians do a good job summarizing the secondary archaeological sources, but since they are not historians themselves this ends up merely as a summary without any contextualization into larger themes of archaeological work.
If you want a truly global and encompassing history, in the general sense not the more narrow sense of disciplinary history focused on only written history, you need to engage with archaeological material as well as historical material.
You already have great suggestions for historical sources, but on the archaeology side I would recommend this textbook.
I hate recommending textbooks, but I think this is the best example since there isn't much else in the genre of large-scale or overview archaeology. The virtues of this specific textbook over others is twofold.
First, each chapter is written by specialists in that topic rather than by a handful of editors. While the latter option doesn't produce a terrible output in terms of larger anthropological and archaeological themes, it does mean that some areas end up with much greater detail and attention based on the knowledge base of the textbook's editors. This textbook avoids that issue.
Second, a common problem with archaeology textbooks is organizing the subject entirely chronologically with no concern for major themes or topics in archaeology (like state formation and inequality, the origins of agriculture, etc.). It's much harder to contextualize the information within these larger themes when the information is presented strictly as a succession of societies and cultures in a regional and chronological context. This textbook does the best job I've seen of any textbook I've used in organizing the text around a handful of major themes and presenting the information in that context.
The major downside of the book is that it isn't as heavily editorialized for a non-academic readership as most textbooks are. I find it is still fairly lucid (it isn't an academic paper at the end of the day) but it isn't the most approachable on that front. It also really crams a lot of information in that I find a bit redundant for a lay reader at times - I know students have become overwhelmed with the number of sites and other information presented in any chapter. Overall I think the virtues of the book outweigh that difficulty, especially when one is interested in the subject and not forced to slog through it for a class.
It depends on what exactly you are looking to focus on. Can you give some details?
As other contributors to this subreddit have pointed out: there is no single volume of global history that is considered a standard overview work, but I'd like to address the second part of your question:
How could you feasibly go about getting an overview about History, with an eye towards diving deeper into certain aspects that catch your interest?
The simple, pessimistic answer is this: You can't. Even though I have spent years studying history at university I would never claim to have an overview of global History through all eras. And I'm pretty certain that you'd be hard pressed to find someone who does, even if you polled distinguished professors with decades of experience in researching global history. At most I'd be merely uncomfortable - in my particular case - claiming that I have a decent grasp on trends and general goings-on in 19th and 20th European political history, but knowing that there are big and glaring holes I know about and countless other gaps and holes I am not even aware of not being aware of. This stems from the way history is researched and written about, which in turn is determined by the what history as a discipline actually tries to be.
History is a staggeringly ludicrous and gloriously arrogant undertaking, since - in essence - history as a discpline might have any human endeavour big or small as its subject matter, as long as we have sources deemed fit for historical studies - mainly written ones, supplemented by archeaological findings, pictures, video and many others. This leads to a multude not only of questions asked, but of ways to ask questions.
You will find books attempting to give an overview about the decline of one political entity, the impact of events worldwide on a tenously defined trend like "The Birth of the Modern World", the history of particular political projects causing untold suffering in the "Bloodlands", a microhistorical analysis of the thoughts and environment of a particular miller in Italy and many, many more.
The questions you ask and how you ask them shape what portion of history you carve out to examine. Is the author trying to extract the strand of one particular subject (which might be anything from the transatlantic slave trade to eating habits) from a longer time period? Is the author endeavoring to examine a short period of time, trying to give readers insight into all different aspects of this period they deem important? Or is the author switching approaches regularly in a complex attempt to answer a particular question?
In short: trying to get an overview is - in my opinion - impossible, since there are always new ways to approach answering a question, new questions to ask or new ways to ask older questions. So we might as well not bend over backwards to try and achieve the impossible.
But there is no reason to give up trying to read history, since the very way history as a discipline operates is very conducive to leading curious readers from one subject to the next.
So here is my proposal: Don't try to get an overview; you will only end up frustrated and drowned in material. Let your interests guide you naturally. Find a starting point you know about and are interested in and just see where you end up. If you start with wanting to learn about how the 19th century "transformed the world" (as already mentioned by /u/LordOssus) any line of inquiry the authors don't dive too deeply into - or merely mention in passing - might lead you to a vast library of interesting things. In just one "hop" you might go to the changing consumption habit of European societies, from there on to the Slave Trade, the Suffragette Movement, World War I or the political history of Africa before European powers established footholds on the continent. Or a myriad of other directions, to be honest.
In simply following what catches you eye you will, step by step, broaden and deepen your knowledge, which is basically all you can do. So you might as well have fun while you're at it.
Larry Goenick's Cartoon History of the Universe.
A good, short world history book is Around the World in Seven Glasses by Tom Standage. It focuses on the effect of seven glasses on world history. Not exactly what your looking for but is very interesting.
As a layman, I'd recommend William McNeill's The Rise of the West: A History of the Human Community. If it's too daunting, try A World History instead.
Check out 1000 Events That Shaped the World by National Geographic
https://www.goodreads.com/book/show/3112488
It’s a collection of short articles in chronological order that serve as a starting point to further research. Very well done, though I’m not sure if there are any glaring biases.