The first volume of Journey Into Mystery with Sif as the headliner instead of Loki recently came out, which you can find here on amazon is a great place to start if you’re unfamiliar with Thor comics as a whole.
More recent trades that feature Sif include this trade by JMS - although it is third in a continued storyline. I heartily recommend getting all three as I adore JMS’ run on the title and it may make events in the third volume clearer. This trade collects all the women of marvel one-shots including Sif’s as well as a few other Marvel women focused stories. It, unfortunately, is printed with a Land cover but don’t let that put you off.
But my absolute trade recommendation is Walter Simonson’s Thor. Available in a beautiful, recolored omnibus it not only features an amazing Sif but some of the best Thor stories ever told. While the omnibus is pricy, it looks like Marvel is reprinting them in smaller collections available for pre-order.
Hopefully this is enough to start you off with - if you mow through these and want to read even more, just let me know. The other printed collections may not have my favorite Thor arcs, but they’re decent enough and I’d be more than happy to point you in their direction. Good luck and enjoy!