David,
Firstly, there is no coherent philosophy that binds us together, and most of common ground is the focus on solitary development and individual expression. If you are looking for a choir you will be sadly disappointed. Most of our interaction is either fighting or trolling each other. It's a bit dog eat dog.
As for what you should study..the answer is everything, and then come to your own conclusions, which if you do correctly, you should be able to define and defend by your own wits and knowledge.
Sure, there are a few groups and temples and churches you can join to receive a party line, but most of us tend not to bother with those.
As for where to start, the answer is with your own curiosity.
I'll give you some fun terms to Google though.
Order of Nine Angles, Church of Satan, Temple of Set, Joy of Satan, Autodiabolic.
Have fun!