If you want to go straight to the seed from which structuralism began to sprout, then look no further than Saussure's Course in General Linguistics, the book that blossomed into the theory to end all theories (or at least, to structure them until something better came along).
Some questions to think about as you read:
(1) How does Saussure develop the distinction between language ("langue") and speech ("parole") and why does this distinction become so important to later structuralists?
(2) What's the significance of the fact that Saussure gives so much importance to the relations of difference between the elements of a linguistic system, rather than the elements themselves?