There are lots of great works of criticism that I could recommend, and they’ll help with a greater understanding of Shakespeare, but they’re not necessarily essential to begin reading. What I will say is that you should not begin with Much Ado, or any of his comedies; they are genuinely funny once you have a grasp of the Elizabethan/early Jacobean language, culture and social context in addition to a degree of comfort and familiarity with Shakespeare’s style; but comedy is much less universal than tragedy or history. What is funny is much more culturally and temporally particular than what is tragic, tragedy has a transcendent universality.

Also, of the comedies, Much Ado About Nothing is not my favourite, but that’s my own taste.