As this episode is an introduction to the series there are no real sources that are linked to it. If you would like to get a good overview of the history of the Mongol Empire, I suggest reading John Man’s Genghis Khan as it provides a gentle introduction and good narrative of the early campaigns of Chinggis Khan. He has written about Kublai Khan describing the conquest of China by Chinggis’ grandson. For the European campaigns The Devil’s Horsemen by James Chambers is very readable.
For those looking to get their teeth into something more academic, the Cambridge History of Inner Asia: the Chinggisid Age edited by Nicola di Cosmo, Allen J. Frank and Peter B. Golden lays out the history of the Mongols from emergence in the Steppe to the conquest of Central Asia by the Russians in the 19th Century.