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Like all disciplines awareness of a subject progresses along a learner's ability to see relationships at increasing levels of abstraction. At its most concrete level Philosophy consists of beliefs about areas of human understanding such as ethics or aesthetics. The first level of abstraction is epistemology where you analyze what those beliefs are based on. As in any abstract set of relationships you are looking for similarities and differences.
Different ways of understanding would include idealism, rationalism and empiricism. I would say you are not being Philosophical until you are operating at this first level of abstraction. For this reason I don't consider Rousseau a Philosopher since he is unaware of an abstract level of human understanding and merely operates at the concrete level. A Philosophy student should, at the very least, be able to operate at the first level of abstraction. Plato was very concerned with epistemology and gives detailed explanations on what ideas are based on. DesCartes is considered one of the founders of Rationalism. For Empiricism I would recommend Locke and Bacon.
The second level of abstraction looks at the historical development of epistemology and shows how developments in epistemology have been a process of human psychology accommodating a material universe. Philosophers who operate at this level of abstraction would include Diderot and Russell. As the editor of the Encyclopedia, Diderot spent a quarter of a century becoming a connoisseur of knowledge. I probably enjoyed reading Diderot more than any other Philosopher. He has clarity at very abstract levels.
I hope this gives you a general framework from which you can pick your first readings. I hope you find some strings of thought that interest you.
Bertrand Russell's History of Western Philosophy is certainly a good choice, but it is a secondary source. That is to say, you are reading someone else's interpretation of what philosophers said.
Sooner or late you want to read primary sources and form your own opinions.Some of the dialogues of Plato are a good start. The dialogue form is easy to digest— the argument develops slowly as in a play. The four dialogues I recommend are Meno, Phaedo, Phaedrus, and the Symposium.
Descartes' Discourse on Method was one of the first philosophy books I read and it still attracts me. Descartes starts by doubting everything to find what he must accept as the foundation of truth.
Pascal's Pensées are also good because they consist of short pieces collected together in a book.
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