Everyone interested in Freemasonry, whether Freemason or not, seems to be attracted, confused or repelled by the question of its origins. It seems to be an unsolvable mystery despite the dozens of theories advanced about it.
The problem arises from the fact that prior to 1717, when four lodges in London decided to create a "United Grand Lodge," Freemasonry had existed for centuries in the form of non-centralized guilds of craftsmen -- actual stone masons. When this Grand Lodge was formed, many zealous and concerned Masons began destroying records. In my own opinion, this happened because the members of those English lodges that came together were pro-Hanoverian and, fearing the membership of Freemasonry at large was Jacobine - pro Scottish -- they formed a Grand Lodge and asserted, presumptively but successfully, that they had authority over Masonic matters in all of England. This theory cannot be proven, but is only supported by circumstantial evidence about the political climate and what little is known about the members of that first "Grand Lodge."
David Stevenson, a Scottish historian, has asserted Scottish origins for Freemasonry. Naturally (!) many English scholars disagree. Even prior to Stevenson, Dame Francis Yates had tentatively asserted, again with much circumstantial but convincing evidence, that Freemasonry grew out of mystical protestant reform movements, Rosicrucianism and political intrigues involving Frederick V of the Palatinate and King James in the early decades of the 1600s. It is fascinating to read Stevenson and Yates because, in my opinion, their ideas are not mutually exclusive.
More recently, a real masterpiece has been published that stands on their shoulders, subsuming and sifting the works just mentioned and others: Tobias Churton's Golden Builders: Alchemists, Rosicrucians, and the First Freemasons.
If you want a primer that does not directly deal with Freemasonry but prepares you for a fresh way to look at the history of science, myth and religion, read Hamlet's Mill: An Essay Investigating the Origins of Human Knowledge and its Transmission Through Myth by De Santillana, Giorgio & Hertha Von Deschend. This work is challenging in many ways. It confronts many popular notions about the origins of science, myth, religion, and culture by examining myths from around the world. Very erudite. This is an incredibly rich book. It makes only passing mentions of Freemasonry, but the topic of cultural and symbolic transmission of information are vital to any historical approach to Freemasonry that draws on comparative myth, ritual, symbolism, and so forth. This book is a must, if only becuase it is a model of responsible scholarship. It argues that prehistoric science gave rise to myth, misinterpretations of myth gave rise to religion and that in the modern age, comparative religion and myth are mired down in blinds – because most scholars do not have the broad range of disciplines or range of exposure to crosscultural myth and astronomy, archeology etc. to execute responsible studies. It asserts that myth originally enciphered astronomical information and then spread from a common source to the whole earth. Compelling arguments are presented that refute or mitigate the theory that it is to our commonalities alone that similar myths appear all over the world. There are simply too many identical, discreet details that cannot be explained any other way than that they emerged from some common, late stoneage source and were dispersed. Freemasonry seems to have had some antecedents in widely dispersed cultures. For instance, they reproduce a print of an ancient Chinese astronomical treatise in which Draco is shown, personified, holding a square in one hand and a compass in the other!
There seems to be no bottom to the abyss one can fall into when studying the history of Freemasonry before the creation of the United Grand Lodge of England. There is no one trail, it seems. Freemasonry emerged from what I've called the "esoteric soup" of the Renaissance, yet it predates even that period.
Indeed, some trails grow cold before others, but the journey itself is the lesson. As one searches for that which was lost, he learns so much. Like Ulysses, he is made richer from the trip home than from the outbound journey.