I agree Ancient Egypt is pretty interesting. I've just been reading to my kids about it and they love all the gross parts like mummies having their brains pulled out through their noses.
Personally I've always had a bit of a fascination for the French Revolution. Also pre revolutionary France, I was obsessed with the Three Musketeers as a kid. And Tudor and Victorian England both intrigue me. Also the roaring twenties. There are so many other periods that sound like they might be really interesting that I just don't know enough about yet. For example I know next to nothing about Australia before white settlement/invasion, which I really should read up on.
Honestly I don't think that I could choose one period in history! I've been watching a few TV shows placed in different times in history (Boardwalk Empire, The Borgias, Rome etc) and each period seems really fascinating!!