you might try the classic, topics in algebra, by herstein. i recall it has lots of neat exercises about groups of various orders.
but there are two kinds of groups, abelian and non abelian, also finite and infinite.
if you stick to finite groups, then all abelian groups are direct sums of cyclic groups, so that's the whole story. It is kind of fun to decompose, for each n, the group of units of Z(n), into a direct sum of cyclic groups.
Note that when n is prime, that unit group is cyclic of order n-1.
non abelian ones are much more complicated.
the first interesting ones are "dihedral" groups, (symmetries of a polygon), then the platonic solid groups, symmetries of the cube, tetrahedron, and (the first really interesting one) the "icosahedral group", symmetries of the icosahedron, of order 60, and isomorphic to the alternating group A(5).
Of course one should be aware of the symmetric groups S(n), of all permutations of a set of n elements, in which A(n) is the unique normal subgroup of index 2.
I happen to like the Klein group of order 168, a finite matrix group which is also the automorphism group of the projective plane curve x^3Y + Y^3Z + Z^3X, (is that it? I forget after 30 years).
then there are the finite matrix groups, such as general or special linear groups over finite fields.
then once you look at various bilinear forms, there are matrix groups that preserve those form, such as orthogonal (matrices preserving length), or "symplectic" matrix groups (those preserving the basic alternating form).
then people who study riemann surfaces like to investigate the automorphism grioups of various riemann surfaces.
galois theorists are fond of galois groups of finite extensions of the rationals, but no one yet knows whether all finite groups occur this way.
it is interesting that at least all abelian finite groups do occur, and all nilpotent groups of odd order, but it seems controversial whether all finite solvable groups occur, much less all finite groups.
you might start by calvculating the group of rotations of a cube. e.g. how many elements does it have? hint: first compute the number of elements that leave one vertex fixed. then the total number of elements is 8 times that number. do you see why?
in fact this group seems to be isomorphic to the permutation group of 4 objects. proof? (and what are the 4 objects?)