I read the Bhagavad Gita because it was short and because it seemed like it would be interesting. It's one of the primary religious texts of the Hindu religion, but you wouldn't necessarily pick that up from the cursory read I gave it.
It's set up in the format of an epic poem, with the narrative picking up right before Arjuna, our protagonist, enters a battle in a civil war, fighting against his own people and even some of his own family. While he's debating the best course of action, the god Krishna comes down and has a little chat about life, philosophy, and everything to set his mind at ease.
It touches on some of the cardinal concepts behind Hinduism as I understand it, including reincarnation and the godliness of all things. It also talks about aspects I'd never considered, such as when Krishna explains why there's nothing wrong with killing your enemies. Something to do with everyone ending up in the same place anyway. Makes sense to me.
To be honest, I enjoyed the Tao Te Ching more, but I understand that there is more than one key text to Hindi, and also that this is only part of a much larger poem. Perhaps it's more interesting in that context. Without it or any religious affiliation, it didn't really grab me.
Edit: Thanks Brian in the comments section for pointing me to this free online translation. The introductory notes are particularly helpful.