Start with Nietzsche or Plato. (Easy reading) Avoid Kant for now. (Hard reading) I'd recommend an overview-type book first, try Archetypes of Wisdom, or even the audiobook series Giants of Philosophy.

http://www.amazon.com/Archetypes-Wisdom-Introduction-Douglas...

http://www.amazon.com/Giants-Philosophy-Series-Audio-Classic...

Also, working chronologically is probably a good idea. You'll get to see how ideas have developed (and stayed the same) over the ages.

Source: philosophy major.