For me if I had to point at a single book it would have to be Bill Bryson, A short history of nearly everything.
It shows besides being a very compact overview of how we got where we are today how often we repeat our mistakes and how easy it would be to make this world a much better place than it is today and which forces are holding that back. It changed maybe not my way of thinking but definitely my view of the world in a way that changed how I lie my life. I used to be an idealist thinking that we could achieve some lofty goal of human accomplishment during my lifetime (for instance, an end to wars of commerce) but now I realize that we may not realize that goal ever.
So, effectively this book freed me from fighting windmills and freed my resources to try to improve the lives of those directly around me instead of on a larger scale. The effects have been pretty dramatic.