Start with the hard core stuff:

https://classics.mit.edu/Epictetus/epicench.html

If you come from wealth, definitely Marcus Aurelius or Seneca. Otherwise start with Epictetus. Marcus Aurelius was a king/philosopher, one of the few European figures relevant in the East. Seneca was the second richest man in Roma after Nero. He wrote a lot of cool stuff, also some propaganda for Nero. He was sentenced to death by Nero later on. Epictetus, on the other hand, started from the bottom. He was a former slave who broke out of poverty and found freedom.