Reddit mentions of Four Great Tragedies: Hamlet, Othello, King Lear, Macbeth (Signet Classics)

To this day there is still no greater book for opening up the world of thought than Will Durant's The Story of Philosophy. This book is indispensable.

Aside from that the best advice, as many here have noted, is to simply read widely and often. Here are some other books I can personally recommend as being particularly insightful:

• Wind, Sand and Stars
  
• Einstein's Dreams
  
• Family Happiness
  
• Borges
  
• Kafka
  
• Tao Te Ching
  
• Book of Job
  
• The Stranger
  
• Prometheus Rising
  
• Shakespeare