Bourbaki, to be read in any order. The structure of the books makes prior knowledge irrelevant, and they clean past misconceptions and handwaving out of the mind. They are very dense and challenging, though. The first chapter of Algebra can take a while to sink in, but the books are, in spite of protests, independent of the book on set theory. However, after a definition has been read, illustrations will make sense of it, and the illustrations will themselves make sense, because the difficulty comes from having to realize that the definition of the thing is exactly what it takes for something to be that thing, and that the definition is so open that you can make things that satisfy it at will.

After getting used to Algebra, Rotman - "An introduction to the theory of groups" is number theory-minded, and its historical expositions and diagrams add depth and explain, to the same degree Bourbaki doesn't, what it is you're doing.