Recommended: The Works of Jorge Louis Borges:
Years ago Alastair Rodriguez and Alastair Reid published Borges: A Reader: a selection from the writings of Jorge Luis Borges - a great introduction to the author.
For an exploration of his work consider these:
Games With Infinity - The Fictions of Jorge Luis Borges by Martin Johnston
Jorge Luis Borges: Sources and Illumination by Professor Giovanna de Garagyalde
The Nothingness of Personality: Young Borges on the Self on Brain Pickings an excellent website