I'd recommend starting with a topic or issue that the Lord has currently laid on your heart to study further and get some recommendations of Puritan authors on the issue and go from there. I have found that different Puritan authors minister to me differently at different times in my life. One year I will pick up a work and it won't really strike me and then pick it up again down the road and it is pure gold for the soul.
I would also put in a plug for the gently modernized versions of Puritan works that Matthew is doing at Puritan Publications. I just read William Perkins'
Glorifying God in our Jobs this week and it was fantastic. Again, it is a topic I am wrestling deeply with at the moment and Perkins' words and insights were invaluable - far beyond any modern work I have looked at on the topic. Currently working through Steele's The Religious Tradesman on the same issue.