If you have only seen the movie The Wizard of Oz, you are in for a lot of surprises in the book; most importantly, Oz is real, not just Dorothy's dream! Frank Baum published a whole series of Oz books, all of which are now in the public domain, copyright-free, which means you can mix-and-match, using the characters to create your own Oz legends.
Research Tip: You can start with the Wikipedia article about the Land of Oz books. Start with The Wonderful Wizard of Oz. More? Use the Wikipedia summaries of the Oz books to make your pick and keep on reading! There are also free Oz audiobooks at LibriVox for your listening pleasure.