Understanding the history, culture, and society of the environment that surrounded our ancestors is one step in understanding ourselves. For the one who's history, culture, and society originated in the small, western part of a much larger island originally called "Albion", there is much to be learned. Albion is thought to mean "white land" which I suspect is called this after seeing the white chalk ridge that introduces itself to those who first arrived at the nearest point from the continent.
The history and culture to our JONES part of this world is best discussed by the founding father of Welsh History J.E. Lloyd. He published in 1911, a two volume account of Welsh History called: "A History of Wales: From the Earliest Times to the Edwardian Conquest" (Vol. I), and "A History of Wales: From the Norman Invasion to the Edwardian Conquest", (Vol. II). These volumes contain extensive documentation regarding the lives of those who took part in making this our JONES homeland. It is perhaps not the books to begin to read, since he uses extensive Welsh names and terms. For the American of Welsh descent, this may be difficult to follow and read if you have no Welsh background to naming and language.
The best contemporary text is by John Davies called "A History of Wales", published by Penguin Books. This text was first published in Welsh as "Hanes Cymru" in 1991. It was followed by an English translation in 1993. It is this text that I would recommend as the starting point to Welsh History.