None other than Mikhail Botvinnik recommends to study Mr. Morphy

Who am I to argue with a 16 year(3 reigns total) world champion?

To learn the game:
Start with the early players-
Morphy Play all of his games
100 Games of each:
Andersen
Steinitz
Lasker
Tarrasch

50 games from Nimzovitch (with notes)

Alekhine 100 games
Capablanca - (My Best Games).
Rubinstein 100 of his Early Games
NY 1924 International Chess Tournament

Botvinnik's Best Games.

For deep study:
Keres Best Games

Finish with Bobby Fischer's games.