The first book on my list of must-haves is 'The Daily Stoic' by Ryan Holiday: 366 meditations on perseverance, and the art of living. The reader has access to the reflections of great philosophers including Marcus Aurelius, Seneca, and Epictetus. The author quotes a passage and then gives advice as to how we can apply the wisdom to our daily lives.
Next on the list is the companion book: 'The Stoic Journal.' A question is posed each day for the reader to answer. It is an interactive book, helping us to become more self-aware of our thoughts and actions.
'Discipline is Destiny' also by Holiday is filled with stories about famous people throughout history who were shining examples of the Stoic way of life. The author weaves the stories into ways in which the reader can improve himself.
The above books are a great toolkit to begin embracing your life.