1. Mishnah
i.e. the official "oral law"; written between 70 BCE - 200 CE, and compiled around 200. This collection includes both the Danby and Neusner translations. This would affect understandings of the New Testament culture and interactions.
2. Tosefta
Supplement to the oral law from the 2nd century;
3. Talmud
Rabbinic commentaries on the Mishnah (oral law), compiled around the 5th century. There are two Talmuds that exist: the Jerusalem (or Palestine) Talmud, and the Babylonian Talmud, the latter of which is the much more robust, the mainstay, and preeminent Talmud. The print series in this collection is the Babylonian Talmud; Neusner translation.
4. Midrash Rabbah
Rabbinic commentary on the Biblical / written texts (i.e. the Hebrew scriptures / Old Testament, distinct from the oral law commentaries). This was written around the 4th - 6th centuries.
5. Midrash Tanchuma
Homilies on and aggadic interpretations of the weekly sections of the Torah; written around the 8th - 9th centuries.
6. Introduction to Rabbinic Literature
This in-depth book, written by Jacob Neusner, explains how all of these Jewish writings intertwine with each other, the Bible, and the culture of ancient Judaism. If you're unfamiliar with these writings, then this book will be very helpful.
7. JPS Tanakh
(Interlinear Hebrew-English) i.e. The Hebrew Scriptures (a.k.a. The Old Testament)
The Hebrew scriptures (or, the Old Testament), in the Jewish format of the canon (same material but organized differently), and has Hebrew and English interlaid throughout. For those who don't know, the term "Tanakh", or abbreviated TNK, stands for Torah ("the law", the first five books of the Bible), Nevi'im ("the prophets"), and Ketuvim ("The writings"), which describes the three sections of the Old Testament / Hebrew Scriptures.
8. Digital Copies of the Talmuds both the Jerusalem and Babylonian Talmuds.