The literal meaning of Upanishad is : (Learning) by seating near (a Guru).
Why seating near a Guru? Because unlike other parts of Vedic literature, to understand Upanishads one needs explanation and might need to do question/answers sessions. So you need to learn this seating near a Guru, hence called Upanishad.
There are totally, 108 Upanishads, listed in Muktika Upanishad, which acts like Glossary or ToC for all Upanishads. Each of these Upanishads is associated with a Veda, and caters a school of thought. Some of the Upanisads talk about Karma Marg, some talk about Jnana, some about Bhakti etc.
Interestingly, as said in Muktika Upanishad, it does not recommend one to read all the upanishads. Why? Because the goal here is NOT to know everything and become a expert in technical details. But, GOAL is to find the best path for yourself and make spiritual progress, and attain Moksha.
It is recommended that one reads Mandukya Upanishad, and if understands it, he/she does not need to read anything more. Please note there are only 12 shlokas there and they are enough to attain Self-Realization/Moksha.
But, if your questions are unresolved, then read first 10 (from the list in Muktika Upanishad). After reading first ten Upanishads, if your questions are still unresolved, then go on reading first 32 and if you still have questions read all 108.
First 10 Upanishads are called, Mukhya (Main) Upanishads, because Adi Shankara chose to write commentary on them. These main upanishads are listed below:
- Isha Upanishad (YajurVeda)
- Kena Upanishad (SamaVeda)
- Katha Upanishad (YajurVeda)
- Prashna Upanishad (AthervaVeda)
- Mundaka Upanishad (AthervaVeda)
- Mandukya Upanishad(AthervaVeda)
- Taittiriya Upanishad (YajurVeda)
- Aitereya Upanishad (RigVeda)
- Chandogya Upanishad (SamaVeda)
- Brihadaranyaka Upanishad (YajurVeda)