David Hume’s (http://en.wikipedia.org/wiki/David_Hume and http://plato.stanford.edu/entries/hume/) Treatise on Human Nature (1739) and Enquiry Concerning Human Understanding (1748) are amongst the most widely studied texts in philosophy. They deserve to be. Hume was the most profound thinker ever to write in English. A recent informal poll of contemporary leading philosophers on the philosophybites website(http://philosophybites.com/2012/11/whos-your-favourite-philosopher.html) brought out Hume as massively influential. Hume’s Epistemology and Metaphysics: An Introduction (1998) by Georges Dicker presents in a clear, concise and accessible manner the key themes of these texts. He clarifies Hume’s views on meaning, knowledge, causality, and sense perception step by step and provides us with a sharp picture of how philosophical thinking has been influenced by the great Scot. Accessible to anyone coming to Hume for the first time. He also pays scrupulous attention to the texts, taking account of recent Hume scholarship but remaining attentive to the needs of inexperienced students.
Listen to the 45 minute Radio 4 In Our Time broadcast (2011) available as a podcast at http://www.bbc.co.uk/programmes/b015cpfp There are excellent contributions from Peter Millican (Professor of Philosophy at the University of Oxford), Helen Beebee (Professor of Philosophy at the University of Birmingham) and James Harris (Senior Lecturer in Philosophy at the University of St Andrews).
To dip only a toe in the water go for Hume: A Very Short Introduction (2000) by Alfred Jules Ayer (http://www.amazon.co.uk/Hume-Very-Short-Introduction-Introductions/dp/0192854062/ref=sr_1_1?ie=UTF8&qid=1387396406&sr=8-1&keywords=hume+very+short+introduction)
After that warm up go to Peter Millican’s Reading Hume on Human Understanding (2002, http://www.amazon.co.uk/Reading-Hume-Human-Understanding-Enquiry/dp/0198752113/ref=tmm_hrd_title_0?ie=UTF8&qid=1387449006&sr=8-1)
My next choice would be The Cambridge Companion to Hume (2008, http://www.amazon.co.uk/Cambridge-Companion-Hume-Companions-Philosophy/dp/0521859867/ref=tmm_hrd_title_0?ie=UTF8&qid=1387449450&sr=8-1) edited by David Fate Norton and Jacqueline Taylor
On the question of whether Hume was an atheist, opinion is divided. Biographer Roderick Graham thinks not. Hume specialist Peter Millican thinks he certainly was (Cf. http://virtualphilosopher.com/2008/04/david-hume-was.html) as does Simon Blackburn in his book How to read Hume (2008, http://www.amazon.co.uk/How-Read-Hume-Simon-Blackburn/dp/1847080332/ref=sr_1_1?ie=UTF8&qid=1387453148&sr=8-1&keywords=simon+blackburn+hume)
Paul Russell attempts to resolve the apparent contradiction between scientific naturalism and skepticism in Hume’s Treatise in his 2008 book ‘The Riddle of Hume’s Treatise: Skepticism, Naturalism, and Irreligion’ (http://www.amazon.co.uk/Riddle-Humes-Treatise-Skepticism-Naturalism/dp/0195110331/ref=tmm_hrd_swatch_0?_encoding=UTF8&sr=1-1&qid=1417705671). This is a finely argued work. For a flavour of Paul Russell’s approach, listen to the 15 minute podcast in ‘Philosophy Bites’ at http://philosophybites.com/2011/04/paul-russell-on-david-humes-treatise.html
James A. Harris offers us a comprehensive overview of the entire career of this great man of letters in Hume: An intellectual biography (2015) (https://www.amazon.co.uk/Hume-Intellectual-Biography-James-Harris/dp/0521837251/ref=sr_1_1?s=books&ie=UTF8&qid=1463331306&sr=1-1&keywords=hume+an+intellectual+biography) Careful attention is paid to Hume’s intellectual relations with his contemporaries. The goal is to reveal Hume as a man intensely concerned with the realisation of an ideal of open-minded, objective, rigorous, dispassionate dialogue about all the principal questions faced by his age. If you can achieve that – you’re my hero as well.
If interested in the life of Hume reach for a recent biography by Roderick Graham – The Great Infidel: A Life of David Hume (2005, http://www.amazon.co.uk/The-Great-Infidel-Life-David/dp/1841585203/ref=sr_1_1?ie=UTF8&qid=1387448485&sr=8-1&keywords=roderick+hume)
For a novel based on a perplexing problem identified by Hume go to The Missing Shade of Blue (2012, http://www.amazon.co.uk/The-Missing-Shade-Of-Blue/dp/1408703750/ref=sr_1_2?ie=UTF8&qid=1387448904&sr=8-2&keywords=missing+shade+of+blue) by Jennie Erdal
For a lifetime of reflection on the thought and influence of David Hume follow the bibliographies in http://plato.stanford.edu/entries/hume/
232 pages in Routledge
First published 1998
ISBN 978-0415163187
David Hume contemplates the non-existence of the self