Although I grew up with a Bible and went to a "church," I was raised in a pseudo-Christian group but I converted to orthodox Christianity. So I am planning on reading the entire New Testament on my own. Anyways, I prefer a commentary written by a scholar, especially one who specializes in historical context and Koine Greek. Thanks!
Rather than a commentary you might find an Introduction to the New Testament helpful such as this one which does go into the socio-historical context. More detailed commentaries are usually on a book-by-book basis.
You can get commentaries on every book of the Bible, such as the New Bible Commentary, although this will won't go into so much detail (some books are covered better than others).
You might also find a study Bible helpful such as the ESV Study Bible which has lots of helpful articles as well as notes on the actual text.