Read all 5 pages of this perspective piece by Frank Wilczek on Majorana fermions: This is longer than our typical readings, so please set aside a bit more time to focus on it! For reference, it took me between half an hour and an hour to read.
(Highly recommended) Watch the following introduction to Majorana fermions from QuTech academyThis is a remarkably clear video, though it may help to read the Wilczek piece first.
(Optional) Skim the following survey paper: Some notable sections: the abstract, the introduction, and section 3. I might talk about section 3 at our next meeting, because its says a couple of very strange things.
(Optional) Skim the following lecture notes from LMU (Munich). The first page is more approachable than the rest, but check out the creation/annihilation operator math on page 2 as well! I'm not expecting you to understand it - just take a museum walk through the equations.