The difficulty with folklore is that it’s so intensely regional and period-specific, and that no real “canon” exists for most regions and times, especially when you’re reaching back into pre-christianity folklore.

This is the mistake that Campbell made. He thought you could unify folklore with some psychological frameworks. But you can’t, unless you’re employing gratuitous selection bias, which he did.

So it depends what you’re interested in! I’ve personally found it most fun to find some culture I’m incidentally connected to, with a long literary history, and try to find the earliest transcriptions and translations of stories that I can.

If you’re interested in some region and time in particular, somebody here can probably help get you started.