I find the Fourier series is the hardest to understand intuitively (compared to FT and DFT), since the time basis (periodic functions of time) and the frequency basis (infinite sequence of Fourier coefficients) look very different.
[1] https://minireference.com/static/excerpts/noBSguide2LA_previ...
Edit: I've realized that our comment was on series, not transforms.
1. https://upload.wikimedia.org/wikipedia/commons/5/50/Fourier_...
For starters, I'd recommend the course notes to Stanford's EE261 (https://see.stanford.edu/materials/lsoftaee261/book-fall-07....) - well written, very funny, a nice level of rigour, etc...
It is a rigorous treatment that covers a lot of the essentials of Fourier theory, while also covers some very interesting "math applications" (e.g Dirichlet's theorem on primes in arithmetic progressions at the end), as well as "mixed applications" (e.g Radon transforms that are used in imaging but are also of interest from a math perspective).
Note that this book requires an introductory analysis class as a prereq; basically you need to be familiar with the standard Riemann integral theory and rigorous treatment of limits, continuity, and derivatives.
Convolution with a top-hat kernel is just a moving average. Each point of the output is the average of the input signal over a given radius about that point.
Convolution with other kernels is a weighted moving average. Each point of the output is the average of the input signal over a region with weights depending on the displacement from that point.
The Fourier Transform allows implementing convolution as multiplication in frequency space (because the Fourier transform turns translations into multiplications), which is sometimes formally useful, and sometimes more efficient to evaluate.