"A Short History of Wales"
Happened across this on Gutenberg the other day:
It's quite a good read, lively and well-written. It touches on the connections between Welsh words and Latin, among other things. It also has lots of battles that sound like something out of Game of Thrones. Enjoy!
Edit: glad to see a few people have noticed this. I've read several chapters now. It's interesting to see events in English history described from a Welsh point of view, though one has to take some of them with a large grain of salt. Still, as a quick introduction I'm quite enjoying it.