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Easiest broad strokes is to watch Birth of a Nation, yes it's a movie but it highlights a lot of the reconstruction turmoil that lead to the Klan forming. I'd also recommend the book "The Clansman" by Thomas Dixon Jr. Also look up Wade Hamptons Red Shirts in South Carolina. They were predecessors to the Klan in occupied South Carolina. The Klan was also anti mob during prohibition which is where they really started to gain the ire of jews and Hollywood.

My first exposure to the origins of the KKK was from reading the book Gone Withe The Wind when I was a teenager. I remember at the time thinking, "Well, that doesn't sound bad. What happened?". As it turns out, jewish media happened.