There are lots of lists out there that have the films that are considered by most people to be important (Sight & Sound 2012 poll which someone mentioned earlier) so take a look at them.

A more interesting experiment would be to read up on the filmmakers that you like and find out what their influences are and explore the craft and history of cinema this way. You'll start to see how different techniques are used from filmmaker to filmmaker and that can be your springboard to start you thinking about how to approach the craft.

Most filmmakers talk about their influences in interviews, so it should be an easy thing to research, but a few examples: George Lucas influenced by Kurosawa. DePalma influenced by Hitchcock. Scorsese by Powell & Pressburger. Paul Thomas Anderson by Altman. David Fincher by Alan Pakula. Woody Allen by Ingmar Bergman.