This. This is the biggest question.

It depends on which aspect of WWII you're interested in learning.

If you want an overview, I'd recommend the seminal Gerhard Weinberg's A World at Arms. If you're more into operational military history, I'd check out Allan Millett and Williamson Murray's A War to be Won: Fighting the Second World War. For the Holocaust during the war years, Saul Friedlander's The Years of Extermination is a hefty but incredible starting point. For the US in the Pacific, Ronald Spector's Eagle against the Sun is a good primer.

Those are just a few of the dozens, and I mean dozens, of sub-fields relating to WWII. Perhaps you can be more specific?