Who should I study?

Everyone starts with Morphy and Steinitz. Capablanca, Alekhine, and Emanuel Lasker are also good places to start.

depends on what kind of chess you want to play. if you like open positions with lots of attacking possibilities then no one better than Alekhine. if you like slow and closed positions with lots of pressure buildup then Capablanca.

Start with one or more of the Masters from the 1800s (Morphy, Pillsbury, Paulsen, Steinitz, Tchigorin, etc), then... when you feel that you understand most of his moves and ideas... progress to a Master from the early 1900s (Tarrasch, Lasker, Rubenstein, Nimzovich, Reti, etc).

Chess was simpler a hundred and fifty years ago, and defensive technique was more primitive. That means that a Master's ideas were more clearly expressed in his games, because the opponent wasn't nearly as good at "muddying the water" as they are nowadays.

FInd a book of games collection with annotations to teach. For example: Nunn's chess course are about Lasker games and cover diferents topics of the game. 

The book "Chess Master vs  Chess Amateur" by Max Ewe was very useful for me.  A former world champion explaining how strong players explore the inaccuracies of weaker players. 

A modern Master is the worst possible place to start. He would learn more from studying the games of amateurs... at least he would understand what he's seeing. The old Masters are the proper starting place.

Yes, Einstein was a hack, and so was Carlsen at the time that game was played. What was he... eight years old and rated 1000?

I realize that your post was just a troll, but the OP might take seriously your suggestion that he start with someone modern like Carlsen.

"... there are major advantages to studying older games rather than those of today.
The ideas expressed in a Rubinstein or Capablanca game are generally easier to understand. They are usually carried out to their logical end, often in a memorable way, ...
In today's chess, the defense is much better. That may sound good. But it means that the defender's counterplay will muddy the waters and dilute the instructional value of the game.
For this reason the games of Rubinstein, Capablanca, Morphy, Siegbert Tarrasch, Harry Pillsbury and Paul Keres are strongly recommended - as well as those of more recent players who have a somewhat classical style, like Fischer, Karpov, Viswanathan Anand and Michael Adams. ..." - GM Andrew Soltis (2010)

Chess is to be played not studied.

This is good advice. I would add Reshevsky to the list of recommended players to study. His book "Reshevsky's Best Games of Chess" helped me immensely in reaching a 1500 rating.