This past Friday my Sacraments professor was unable to be in class because he was officiating over a wedding. (Perhaps the only disadvantage to having a brilliant and personable friar as your professor is that people want him to marry them.) So he had the reference librarian come talk to us about writing research papers, since he wants us to do a good job.
Anyway, as part of the discussion on resources the librarian mentioned how students will come up to her and say, "I don't think this book was written from the Catholic perspective." And she will flip open the front cover and say, "Yep, not a Catholic publisher." And the person will proceed to argue with her about why that book shouldn't be in the library of a Catholic university.
So then the librarian let us in on a little secret: The university has copies of the complete works of Martin Luther and John Calvin in the library. It has two copies of the complete works of John Wesley. And the librarian will outright encourage you to read them. "We're not afraid of those guys," she said, smiling.
Now, I've never read the works of any of those guys, complete or otherwise, so I can't comment further. But I found it interesting in light of the fact that I'm currently taking a Comparative Religion course (and enjoying it, so far). It's such a broad survey that Catholics and Protestants and Eastern Orthodox get lumped in all together. Meanwhile we get to learn about Hinduism and a bunch of other stuff. (Hinduism is as far as we've gotten; I think we do Buddhism and Islam and Judaism later.)
One of the reasons I signed up for this course is that I'm not afraid of those guys. I don't think you should be. Unless you're a literal child (like, 10 years old or something), you should be mature enough in your faith that you can have dialogue with people who believe differently. You shouldn't have to do the intellectual equivalent of sticking your fingers in your ears and going "La la la, I can't hear you."
Of course, that also doesn't mean you're obligated to read the complete works of Martin Luther in your spare time. Just be open.