As a first text, I really like Introduction to Probability by Blitzstein and Hwang. It's not quite as mathematically sophisticated as some of the other treatments (e.g. you're not going to see the sigma-algebra treatment of events over a sample space), but it has a very heavy focus on building good statistical and probabilistic intuition which I think is invaluable for studying statistics in and of itself rather than statistics as a subset of measure theory. The book imparts a good knack for being able to quickly glance at a statistical problem and see "oh it's one of those kinds of problems," or "hmmm looks like there's a good symmetry argument [or other general approach] I can use here," which continues to reap rewards in more advanced and specialized statistical studies.

There are accompanying lectures, problems, and accompanying solutions on its website https://projects.iq.harvard.edu/stat110/home