This is MY recommended of how to go about studying for your path. It is by no means comprehensive but it is a good start. However, by the time you finish following this outline you will have a good foundation on which you may start to build your personal practice and finding new books to read on your own.
Get a sense of geography; figure out where everything was and is in Europe. History is next; you need to have a look at the history of Europe and the Celts in general. The reason for this is that no culture is pure and untouched. They had contact with each other and so they influenced each other.
You then need to study the culture and history of of the specific culture that you are interested in. You might want to study the language too, as this can be a great way to understand the culture and make sure you also learn about the culture today.
Learn about magic, trance work, meditation and divination through practical involvement. Again, many of the actual patterns and techniques are cross-cultural. Understanding the dynamics involved through personal experience will help you apply that knowledge to the specifically cultural forms you will find in the sources.
You need to have a working knowledge of European history. European history will help you put into perspective who the players that may have affected who the Celts were and where everyone was at a particular time in history. Invest in a good atlas that has historic maps.
Some good books on the subject are:
Europe Between the Oceans: 9000 BC – AD 1000 by Barry Cunliffe.*
Ancient Europe: 8000 BC – AD 1000 Volumes I & II by Peter Bogucki and Pam J. Crabtree
Facing the Ocean: The Atlantic and Its Peoples, 8000 BC – AD 1500 by Barry Cunliffe*
Some good book on the Celts:
Historical Atlas of the Celtic World by John Haywood and Barry Cunliffe.
The Celts: Bronze Age to New Age by John Haywood
The Ancient Celts by Barry Cunliffe
Celtic religion and religion in general:
It is a bit tricky when it comes to the Celtic religion mostly because we don’t have direct texts on the subject matter and most of what we know for sure comes from interpreting archaeology.
Some good books on the subject:
Ritual and Practice: Some of these books are good ones based on very good research but are not to be taken as the “gospel” truth.
Stations of the Sun by Ronald Hutton (mostly dealing with Britain but is good for ideas on the times of year)
The Apple Branch by Alexei Kondrateiv (An amazing book on the stories surrounding the festivals of the Celtic Year, with lots of great information on the Celts. The actual ritual structure is more Wiccan in style so you will need to tweak that.)
Deep Ancestors: Practicing the Religion of the Proto-Indo Europeans by Ceisiwr Serith (this is a great book that gives great ritual structure, as well as amazing definitions of the Gods, Ancestors and Spiritual beings. It can easily be adapted to your culture)
Gods of the Celts: These are books on the Gods of the Celts which should be read with caution.
World Full of Gods: An Inquiry into Polytheism by John Michael Greer (an excellent book on polytheism as a whole, highly recommended)
The Gods of the Celts by Miranda Green
Celtic Goddesses: Warriors, Virgins, and Mothers by Miranda Green
The folklore of the culture you are interested in. This can give you a look into what the people thought and were doing at different times of the year.
* In these books you see the hypothesis of "Celtic From the West" in action for the first time. Briefly, the hypothesis says that the languages of the Celts developed in situ and didn't come from somewhere else.