Nellie Bly!

Bly was an investigative reporter and activist who did her most famous work at the end of the 19th century. She's one of those people who seem like they lived at least twelve entirely different lives--there's no way I can do it justice in a blurb. She went on a reporting trip to Mexico to escape being assigned to the fashion section and ended up uncovering and publicizing government corruption. To show the dreadful state of America's treatment of people with mental illness, she got herself committed and went through the hospitalization process herself.

And, of course, there was that time she literally raced another reporter, Elizabeth Bisland, around the world in a quest to beat Jules Vernes' fictional 80 day trip. And actually met Jules Verne along the way (chapter 4).

And, frankly, she's an enjoyable writer to read.

Seven Pillars of Wisdom (the book Lawrence of Arabia is based on) is super interesting!

It is the account of T.E. Lawrence's time in the middle east, making friends with arabs and getting them to fight the ottomans during ww1. A ton of information about the culture and geography. Just the way in which funding was organized and deals he is making with random navy vessels to support his efforts are super interesting.

South by Ernest Shackleton. One of the greatest adventure stories ever told.

You could give Henry Morgan Stanley a go. His autobiography, while deeply inaccurate about his own life and the things that he depicted, is very engaging. It and his other books were quite the literary phenomenon in the late nineteenth century.

'The Kon-Tiki Expedition: By Raft Across the South Seas', written in 1948 by Thor Heyerdahl.

Edit: The book describes the journey of famous adventurer Thor Heyerdahl and his crew, who sailed on a balsa wood raft across the Atlantic, and the many dangers they faced on the open ocean.

There are some historical figures who are not so famous but still very interesting to read and definitely useful sources. Some of their memoirs are over on Project Gutenberg. Here are a couple I've liked:

Friedrich Gerstaeker's Wild Sports in the Far West . Gerstaeker was an avid hunter... maybe bordering on obsessed. He landed in the US in the 1840's and went west to the Arkansas territory and started wandering around in the wilderness, mostly living on what he could hunt. He came back to Germany and wrote up a memoir of his travels, and it's an interesting, different picture of American frontier life. You can find it both in the original German and English.

The Marquess of Dufferin's Letters from High Latitudes Dufferin was one of those lively Victorian aristocrats, bursting with energy and optimism. He served as Governor-General of Canada, Viceroy to India, did lot of general diplomacy and seems to have been dearly loved by everyone who encountered him. An avid sailor, at one point in his life he decided to take a sailboat into the far north, past Iceland. He was not successful in getting as far as he'd liked, but he seems to have had a great good fun doing it.

Anson Mills' My Story . Mills is a minor figure, but was on hand to witness some important events in the American west. He surveyed El Paso, Texas, served in the US cavalry when the Civil War broke out, and was in the cavalry in the post-war years when Grant's policy to the Indians shifted from initially benign to exploitative. If he's known at all these days, it's for the invention of the cartridge belt. Muzzleloading guns of the Civil War used paper cartridges, kept in a tin-lined box at the belt. The new metallic cartridges rattled around in the boxes, and Mills designed and had made those leather belts studded with cartridges that, when draped over the shoulders or around the waist, became emblematic of many sheriffs and gunslingers in the movies and the entire army of Pancho Villa. And he seemed to have made a modest living from the invention.

Knud Rasmussen. I'm sure he has shown up in Freuchens book, he was the leader of a number of expeditions in Greenland and Canada.

In my opinion he's a better writer than Freuchen, but I read them both in Danish, so that may not be true for the translations.

Lewis and Clark journals are fascinating. There are a few different books out there because the entire text would span thousands of pages and would include multitude of “mundane” entries. I have the one edited by Bernard DeVoto.

West with the Night by Beryl Markham

A book so well written that Hemingway said of her, "she has written so well, and marvelously well, that I was completely ashamed of myself as a writer. I felt that I was simply a carpenter with words, picking up whatever was furnished on the job and nailing them together and sometimes making an okay pig pen."

Ibn fadlan and the land of darkness is a transition of an Arab merchants journal where he records his travels to western Russia in 922 ad and is one of the best primary sources for life in Northern Europe (specifically rus) culture during the Viking age.

It's not quite an autobiography, but the travels of Percy Fawcett, based on his own letters and diaries, were compiled by his own son after he disappeared and published into a book called [Exploration Fawcett] (https://www.amazon.com/Exploration-Fawcett-Col-Percy/dp/1842124684) which chronicles his adventures and experiences throughout South America in the mid-1920s. From the mountains of Peru to the jungles of Mato Grosso, Brazil, he had quite a life! While some aspects might have been exaggerated by the man itself, it's still an incredibly gripping read, especially given what happened to him.