Probability Theory: The Logic of Science by ET Jaynes was the book that made statistics and probability theory finally make sense to me. Before reading this book, I was already familiar with Bayesian probability, having finished (among other books) The Signal and the Noise by Nate Silver, but Jaynes took everything to a whole new level. Probability is not an objective measure of likelihood—it is a subjective measure of incomplete information. This seems like a small shift in perspective, but it is much more profound than that, and you have to read the book to understand it.

The Goal: A Process of Ongoing Improvement by Eliyahu M Goldratt opened my eyes to process optimization. It is nominally about process optimization in a manufacturing plant, but so many of the lessons can be applied to other domains, such as software development. (And also about life in general, how to think about what matters and what doesn't.) It is a bit dated now; for example The Principles of Product Development Flow offers a much more systematic treatment of the topic. But I think The Goal remains the best intro to process and systems thinking.