That’s a big topic, and there are a bunch of ways you could approach it. Here are a few suggestions for things to read. Kaplan’s Balkan Ghosts (O’Neill Library DR16 .K36 1993) is a classic history, or you could try something like Mazower’s The Balkans: A Short History (O’Neill DR36 .M39 2000). If you want something comprehensive you could try Jelavich’s History of the Balkans (O’Neill DR36 .J37 1983). And Rebecca West’s Black Lamb and Grey Falcon (O’Neill DR366 .W3) is still a classic piece of travel writing and cultural observation.