The best books on Norse mythology fall into two camps, the medieval Icelandic sources and the modern retellings, and each asks something different of you. Odin, Thor and Loki reach us through a handful of poems and prose texts written down in Iceland in the 1200s, so the real choice is whether you want those old words or a storyteller's smooth version of them.
Neil Gaiman's Norse Mythology is the easiest way in, a short run of stories that carries the gods from the making of the worlds to their last battle. Kevin Crossley-Holland's The Norse Myths suits anyone who wants nearly every major tale in one volume, with notes on where each story comes from.
Translation matters with the Eddas, since the verse can read as stately or as plain modern English depending on who carried it over. A reference guide earns its keep once the names pile up, and a novel or an illustrated children's book can come before any of it.