Can't go wrong with the prose Edda. The poetic one is a bit of a hard read, but also great. The saga of the Volsungs was a major source for the Wagner Ring Cycle.
Not mythological at all, but Njal's Saga is surprisingly good for a protonovel written 800 years ago.
I've got the Prose Edda in the cart already. Found another popular one called The Norse Myths that seems informative. Turns out my wife was asleep when they taught her all this stuff.