Err you question is very open ended. I'v just complete a music degree and there is such an extensive world of study out there. Music theory...well the kind of stuff you get in your basic music theory books can be pretty dull but when It's put in context it's exciting. I got into music theory in a big way both because I play jazz in which case you genrally need to learn to apply chord theory and scales be able to play it and also because I'm a composer. I've had some fantastic lectures breaking down the works of great composers and trying to understand their building blocks. Now when I hear something really exciting I just want to figure out how its written, what's the chord progressions, what's the orchestration...
If you really want to study music seriously it would probably be best for you to enroll on a course if you can. That way you will get a lead into some of the thousands of subjects covered by the broad term music. Then you can choose to study the areas that interest you most. I can recommend certain books for some specific aspects of music but it's hard to recommend one as general as that. However, perhaps if you look for a good book about some of the artists or composer that you really like, then you will get an understanding of what was going on in their world and depending on the book, possible some theory relevant to their music, but...cultural setting, musical innovations, motivations, influences etc... That's sort of how I got started. I remember I got real excited when I discovered Beethoven's moonlight sonata. I think that was the point when I first properly became interested in classical music (my background had been more jazz and world before that). Anyway, Hope this helps. All the best.