How can I study Thelema?

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This is a pretty good question. You should start with the Wikipedia page, which I have linked. From here you can discern the crux of the belief system, namely, the man Aleister Crowley. So you have an immediate cue on how to proceed, that of reading about Crowley and his ideas and teachings.

Crowley’s life is deep and complicated, so you need to pick your resources carefully. When studying the esoteric and/or occult you need to rely on your intuition, these things are not built on top of the ordinary rational way of understanding things. I picked up a book on Crowley one day when attempting to induct a friend of mine into the broader world of spirituality. I took him to a spiritual bookstore, common throughout the United States, and let him roam.

He picked a book on Buddhism, I ended up with this one: Amazon.com: Thelema: An Introduction to the Life, Work & Philosophy of Aleister Crowley (9780738751047): Colin D. Campbell: Books

As I started reading it I understood what the author was trying to do. Cram as much relevant detail as possible into a simple, easy read, and provide citations and references for further study. He did see fit to include rituals as well, so theory and practice all in one book! I personally got exactly what I needed out of it and didn’t need to plumb deeper.

Me personally, if I wanted to go deeper, I’d continue with a more in-depth biography of Crowley now that I have grasped an overall high-level perspective thanks to Campbell’s work. But that’s just me. You could be looking to dive more into Crowley’s teachings, or the history of the movement he started, along with the organizations he founded and was affiliated with. Crowley is a ‘touch point’ that marries a very very old school of spirituality with the modern world, and is on par with his contemporary, Gerald Gardner, who pioneered modern Wicca, in influence and prestige in the alternative spirituality world.

But you can’t study Thelema without understanding Crowley and who he was. It would be like trying to understand Christianity without bothering to read the gospels. Sure, you can form a grasp on the ideas, like redemption, salvation, and grace, but without the human element, the one person that ties them all together, it’s practically impossible to understand why people still, in the 21st century, still believe Jesus rose from the dead.

Religious movements that center around one person require you to understand the person before you can really and truly understand the movement. You have to move in that direction, from the person to the teachings, because the person informs the teachings and not the other way around. Victorian England shaped Crowley, which in turn shaped, through his interactions, the spiritualist movement he became a part of, which in turn shaped his own addition to that movement, Thelema.

To go the other way around is to just feed into the half-truths and silliness that pervades so much of everything around this topic. There’s real meat on the bone to be found and eaten, you just have to butcher the cow first! But you can’t butcher a cow until you know how! Studying spirituality is about learning how to butcher a cow the very first time you need some steak. The subject matter is too broad and deep to approach it any other way if you’re hoping to derive some benefit from it other than intellectual edification.