Buy the 5 booksfrom an indie, via Bookshop.org. Not the other guy.
What it tells you
Joe lends his neighbor Paco a run of leather-bound classics: The Three Musketeers, Frankenstein, Ozma of Oz, Wuthering Heights and The Count of Monte Cristo. Dumas takes two of the five slots. Joe is the kind of mentor who has a syllabus.
Season 1, Episode 2, "The Last Nice Guy in New York" · Joe Goldberg · Peach's bookshelf
Peach's bookshelf: Ozma of Oz
Joe is working his way along Peach Salinger's floor-to-ceiling bookcase when he pulls out Ozma of Oz. The cover credits the pictures to Jno. R. Neill, who took over drawing Oz after Baum and W. W. Denslow fell out. One look at it and the episode cuts to the vault, so Peach's shelves just told Joe more about Joe than about Peach.
Season 1, Episode 2, "The Last Nice Guy in New York" · Joe Goldberg (as a teen) · The vault at Mooney's
Locked in the vault: Ozma of Oz
Right after Joe finds Peach's copy, the episode flashes back to Mr. Mooney locking a teenage Joe in the basement vault for the first time. He passes the time with Ozma of Oz. Baum's 1907 sequel opens with Dorothy adrift in a chicken coop with a hen named Billina, so the kid picked the one book in the room about making the best of a box.
Mary Shelley was 20 when this came out anonymously in 1818. It is about a man who makes something, ignores it, and acts shocked at the result, which is also a fair review of Joe's relationships.
L. Frank Baum's third Oz book, from 1907, is the one where Dorothy washes up in a new country with a talking hen named Billina. It is the least pretentious book on the loaner shelf, and probably the one Paco finishes.
Emily Brontë published it in 1847 under the name Ellis Bell. It is about an adopted orphan who comes back for revenge, so Joe is lending a revenge novel to an impressionable neighbor.