That's a good question.

Well, it's worth noting that post-Hegel, two camps emerged based upon his philosophy, which are the left-Hegelians and right-Hegelians, respectively. The wiki descriptions on both movements are sufficient. Don't worry too much about the distinction; just try to get a general sense for it, and put a hold on reading Kierkegaard. He is, in my opinion, the most important philosopher after Plato, but he's a whole different story, and his relationship to Hegel is really quite complicated and maybe less interesting than the other things that Kierkegaard does.

Hegel is probably best read through his interpreters if you're going into it blind. I don't know if it would really be worth it to engage with his texts directly right from the start. Definitely read the introduction (or maybe it's the first chapter) of The World as Will and Representation by Schopenhauer. I've found it to be the most lucid explanation of Hegel's philosophy and its consequences.

Before even reading Schopenhauer, maybe brush up a bit on the basics of the Napoleonic wars and Germany's politics in the latter half of the nineteenth century. These historical readings should also contribute to a better understanding of Marx.

After you've read Schopenhauer's basic discussion of Hegel, possibly read a few key passages from The Philosophy of Mind/Spirit by Hegel. N.b. how the dialectic works differently than the over-generalized idea of thesis-antithesis-synthesis. Unfortunately, I don't have my highlighted copy with me at the moment.

From there, read First as Tragedy, then as Farce. Don't worry about understanding everything on the first read. Some knowledge of Lacan might be useful. This lecture is probably the best introduction to Lacan. If you have any questions about it, shoot me a PM.

Hope this helps! Sorry my explanation is a bit rushed. Finals are crazy.