STM32 Documents Every Programmer Needs.

Denoted as RMxxxx where x is some number, for example STM32F1 is RM0008 This is by far the most important document in your arsenal and the one you will visit the most. It defines all peripheral registers as well as their respective bits. The RM also highlights different operation modes for your device and its peripherals.  Provides an overview of the system architecture and gives you  an overview of the memory map. If for some reason you where writing and defining each register by hand instead of using the vendor header files this document would be your friend since it provides the address and offsets for all your peripherals. It also provides the reset values for all these registers, sometimes however that must be taken with a grain of salt and its best to reset registers to a known value yourself. Also some newer RM like the L0 have actual C code that does basic programming of ALL the peripherals, so no more googling how to setup UART its all in the manual just copy and paste the code. They will make my blog obsolete :(

This document can come in 2 flavors and is often called "Programming Manual" For example for the STM32F1 the PM0056 is the Cortex-M3 Programming Manual and PM0068 is the Flash Programming Manual. Truth be told you need them both! 

• Memory Model
• Exception Model
• Fault handling
• Power Management
• Instruction Set
• Core Peripherals:
• Memory Protection Unit (MPU)
• Nested vectored interrupt controller (NVIC)
• System control block (SCB)
• SysTick timer (STK)

The Flash programming manual will provide you with the following:

• Read operation description
• Flash Program and Erase Controller (FPEC)
• Protections schemes for read and write
• Option byte descriptions
• Complete FLASH registers description

The reference manual is often called the datasheet but in STM's naming convention they are two different documents. The datasheet is 118 pages while the reference manual is 1132 , so yes.. two very different documents. The datasheet offers a highlight of the products features and capabilities. This document is helpful when designing a PCB that uses the specific microcontroller. It gives recommended layout for things like NRST pin , ADC pins etc...

• General description, operating voltage, temp max and use cases
• Device overview covering available peripherals in different packages/pin outs
• Compatibility references among products of the same family
• Pin out and pin descriptions
• Memory Map , more detailed. 
• Electrical Characteristics
• Package information, for modeling PCB footprints
• Full breakdown the part number naming conventions

HAL and LL driver API Manual

For example document UM1850 describes CUBE HAL as well as LL drivers for the STM32F1 , this is your go to document to figure out what functions are available in your abstraction layer of choice. It gives a detailed overview of the functions and available accepted  parameters to those functions in the form of defines or typedefs etc...

This is a good document to have if you are eventually going to turn your bluepill into a standalone design with its own PCB, link here. This document as the name implies gives some details about how to connect an external clock source, how to connect the boot pins , reset, jtag etc...

Evaluation Board Schematics

If you are using a Nucleo or Discovery board you obviously need the schematics for it.It shows you what pins the buttons are tied to. Are the LEDs active high or low? What are all the solder bridges for?  etc... Cant link it for the F1 because it is a zip file. 

The last document you need is a good resume because you'll one day a microcontroller programming master!