We read about the origins of each member of the Guardians of the Galaxy and see how it relates to the movie.

Comics we read:

Guardians of the Galaxy (2008) #1(-25) - Movie is loosely based on this run (Further reading: Annihilation Conquest: Star-Lord) 

Marvel Preview #4 - First Appearance of Star Lord

Strange Tales #180 - First Appearance of Gamora

The Invincible Iron Man #55 - First Appearance of Drax

Marvel Preview #7 - First Appearance of Rocket Raccoon

Tales to Astonish #13 - First Appearance of Groot

Fantastic Four #65 - First Appearance of Ronan the Accuser