I want to learn history of World of Darkness. I don't need the mechanical part of the gameplay, just the story part. I want to know all about of each setting(for now and for dark ages). Which books should I read? And where should I start to reading?
Note: I'm not interested in nWoD.
There's no book, or collection of books, that comprises the whole of the background story for the World of Darkness. Part of what made the game so successful is the way that it spread the story in bits and pieces throughout all the books, giving collectors and fans the "metaplot" in a serialized way that kept them buying material.
However, one good place to start would be the Encyclopedia Vampirica, which was an IC concordance of the Vampire: The Masquerade setting material published in 2007. It may be hard to track a copy down, but less time-consuming than reading each of the sourcebooks for the background material.
Another good source for information would be the Time of Judgment books, which provide a somewhat comprehensive look at the Classic World of Darkness from the perspective of the books meant to conclude it.
First off, there is little global history of the Kindred. Most things happen at the city level. The most concise and short introduction is chapter seven of the revised edition: "The history of the kindred".
The Sabbat is the sect that is actually trying to make history. So probably look at the Sabbat books: "Guide to the Sabbat(revised)" or "Dirty Secrets of the Black Hand" etc
The second thing to understand is how vampiric history is made: by elders/methuselahs. So the character books are a brilliant insight into how to decide which of the conflicting perspectives written in the source books is true for your campaign. My primary sources are: "Children of the Inquisition", "Children of the Night"
"The Book of Nod" is also invaluable, both as an example of how some iconic characters and their interactions shaped the whole background, and also for the included essay (the afterword), which is a fine "insiders" view of a researcher of vampiric history and explains the structure the tiers of history.
Encyclopedia Vampirica collects many articles, but the knowledge is all over the place. Its probably best used as a reference when you already understand vampiric history.
@Jadasc is right - there is no definitive collection of the OWoD's history and lore.
You mentioned in your Question that you're interested in the Dark Ages setting as well as the modern one. If you'd like to learn more about the historical backdrop of the Dark Ages game (and how White Wolf's fictional history ties into that of the world), then I would highly recommend the Dark Ages Clan Novels as a starting point.
They start with the invasion of Constantinople in 1204, and though I haven't read all of them, I believe the story continues until the end of the 13th century. Usually, each clan has a different geographic location as their base of power, so you get to move all across Europe and the Isles as the story develops.
You can get them all as ebooks, so there's no need to worry about their availability.
For the most part this answer agrees with Jadasc (and apologize if this should be a comment and not an answer).
With White Wolf in general, the only way to learn the canon plot is to literally read everything in every book you can get a hand on. It sounds like an absurd answer, and for the most part it is. Most of the time, you just pick and choose what aspects you want to include in the game proper, find what sources you can and read them until you're happy with what you know. Feel free to read at least the blurbs on other aspects to see what may be analogous to your core theme. Otherwise, players are probably going to read up on the things in relation to their characters, and when they do something involving that they will often tell you because they want it to be meaningful that they did their homework.
(At this point I have assumed the presence of many a downvote for saying "let the players do the work you don't want to".)
What I mean, is that when you have entire universes you may or may not be including, a lot of it will end up being retroactive to the plot. If you're just doing Requiem, there isn't much need to read up on Forsaken, Awakening, or the Fallen. When it comes down to it, all of those books are part of the same universe and technically all mesh together.
Short version? WoD is a grab bag of plot.
This guy put together a great timeline for WOD. It includes references to the various books as well.
Alternatively, this book is great as reference material: Encyclopaedia Vampirica
The Unofficial White Wolf Wiki is a great starting resource. Many articles also include references to the originating source books, should you find a topic particularly interesting.
