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Start with the Hobbit (it's just one book, not a trilogy), and move on to Lord of the Rings. The Hobbit's a prequel to LotR and, although not as important if you've seen the films, it does set things up nicely for the grand tale told in LotR.
After reading those, move on to the other Middle Earth material if you still want more, but it's a mixed bag and can be hard going (of this, I've only read the Silmarillion).
Graham
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