It really depends on what, when, and who you're interested in. The medieval period stretches for over a millenium across a huge assortment of cultures, polities, societies and territories. We may need a little more context.

For example, what's your interest? The development of post-Roman successor states (Bartlett's The Making of Europe), or the Crusades (Tyerman's God's Wars)? Perhaps it's the development of Anglo-Norman warfare, with castles, knights and archers (Strickland, Anglo-Norman Warfare), or maybe that's too late and you're interest lies pre-Conquest (Stenton, Anglo-Saxon England), or you're more interested in the civil side (Gillingham, The English in the Twelfth Century). Or maybe you'd like some 10th Century German ghost stories (Thietmar of Merseburg's Chronicon)?