With regards to the books that the student of knowledge must work hard to memorise and understand, the Shaykh Muhammad ibn Saalih al ‘Uthaymeen rahimahullaah comments in response to the question :
What are the books which you advise (us) to read and memorise, and what are the books you advise (us) to not read and have a grasp of?
This cannot be said except by a person who has read all the books in the world, and knows what is (to be) read and what is not (to be) read. And this is not within my capability.
However I will say that the most important book which a person memorises and reflects on and of which he knows the meaning is: the Book of Allaah, the Mighty and Majestic.
Upon you is the Book of Allaah, memorising and understanding and acting (upon it) and in terms of manners.
Indeed the character of the Prophet sall Allaahu ‘alaihi wa sallam was the Qur-aan; and the Qur-aan was sent down to the people so that they might reflect upon its aayaat and so that the men of understanding might remember– just as Allaah, the Blessed and Most High, said:
A Book which We have sent down to you, full of blessings, so that they may ponder over its aayaat and so that men of understanding may remember.
And the Companions did not used to go beyond ten aayaat until they had learned them and what they contained by way of knowledge and action.They said, “So we learned the Qur-aan, knowledge and action together.”
Upon you is the Book of Allaah, then the authentic Sunnah of His Messenger sall Allaahu ‘alaihi wa ‘alaa aalihi wa sallam.
And it is known that there is ascribed to the Sunnah that which is not authentic, but Allaah has sent scholars – and all praise is for Allaah – to clarify what is authentic from it from that which is not authentic.
So perhaps you could memorise Umdat ul ahkaam or Buloogh ul maraam, so that you have a portion of the Prophetic Sunnah with you. Then (also) the books of creed and belief, such as al ‘Aqeedah al waasitiyyah of Shaykh ul Islaam ibn Taymiyyah, and the books of Tawheed such as Kitaab ut Tawheed of Shaykh ul Islaam Muhammad ibn ‘Abdil Wahhaab, and so on.
And it is a must that the student of knowledge has with him a scholar to whom he can read so that he (the scholar) can guide him to that which he sees to be best.
Quoted in Wasaayaa wa tawjeehaat li tullaab il ‘ilm pages 265 – 266, translated by Nasser ibn Najam
 Soorah Saad (38) aayah 29