Great place to start is just read every in-game book you come across! Those are the best source for lore. You can also find books from previous games in The Imperial Library
Another great place to start is UESP where you can just search and read the lore on specific topic
If you enjoy traditional reading more, there are 2 book collection of TESO lorebooks called "Tales of Tamriel" that are just in-game lorebooks in physical form paired with great art work! There are also 3 book collection for ones from TES V called "Skyrim libraries"
And lastly, you can play the games in the main series! Even though TESO is earliest of the series in timeline, the games in main series contain amazing amounts of lore! There are also youtube lore videos, but since TES lore can be bit complicated and often subjective with different outcomes depending what character tells it (good example being death of Indoril Nerevar) and no "solid truths" in many things, I would rather go for in-game sources.
elias.stormneb18_ESO wrote: »The best place to start would be the UESP, if you don't mind reading. There are also a number of Elder Scrolls lore Youtube series, but take what's said in them with a grain of salt, as they often contain misinformation, misconceptions and subjective statements.