In the old days of Classic Traveller the original rules didnt actually have a setting just some assumptions on the universe. The lore came later which I just gradually picked up from the adventures and library books, but wasnt a massive fan of a lot of it (especially most of the aliens which seemed daft to me). I never used the 3rd Imperial setting other than as a vague backdrop. It's always been cooler anyway to design your own subsectors and worlds.
But you can find 3rd Imperium setting info online dead easy and the online travellermap.com will give you all the maps you will ever need. All you really need for playing Traveller is the core rulebook. You could always get the old CT library books as pdfs on the Mongoose site or as books on Ebay and they will give you plenty of overview. The lore has never really changed over time, at least not in most of the Traveller game versions, although Mongoose are now taking the game into the future of CT with the Fifth Frontier War.
But see this for a potted history to start you off: