The first post-Return of the Jedi book series anyone should read is The Thrawn Trilogy: namely Heir to the Empire, Dark Force Rising, and The Last Command, all by Timothy Zahn. They are an excellent introduction to the "New Republic era" of the Star Wars Expanded Universe (EU), and notably they were the first books written in real-world time to explore this era.
But after that, what should you read?
First, be aware that the post-Return of the Jedi EU is broken up into three main eras: