Short answers, pulled from the story.
Einstein founded the Olympia Academy in 1902 with Conrad Habicht, a mathematician, and Maurice Solovine, a Romanian philosophy student. The group met regularly in Bern, Switzerland, usually at Einstein's apartment.
The first book Einstein suggested was Karl Pearson's The Grammar of Science. The group also discussed Ernst Mach's Analyse der Empfindungen, Henri Poincare's La Science et l'Hypothese, John Stuart Mill's A System of Logic, David Hume's Treatise of Human Nature, Baruch Spinoza's Ethics, and Miguel de Cervantes' Don Quixote.
The group was named the Akademie Olympia in 1902, though Einstein and Solovine began meeting in 1901. It effectively ended when Solovine left Bern in 1904 and Habicht followed in 1905.
Einstein was working as a patent clerk in Bern during the Academy's active years. The Academy met in the period directly before his 1905 miracle year, when he produced his landmark physics papers.
Einstein said the Academy had an effect on his later scientific career. He and the other two core members, Solovine and Habicht, remained in contact throughout their lives after the group disbanded.
Occasional visitors included Paul Habicht (Conrad's brother), Michele Besso (a mechanical engineer), Marcel Grossmann (a mathematician and Einstein's classmate at ETH Zurich), Lucien Chavan (an electrical engineer), and Mileva Maric, who married Einstein on the 6th of January 1903. Solovine reported that Maric observed the discussions without participating.