You've received many good suggestions.
While I much prefer reading Mr. Clemens and Mark Twain
by Justin Kaplan, at some point you may want to jump in
on Mark Twain, A Biography by Albert Bigelow Paine.
It's in three volumes. Some of the details will both aggravate
you and reward you. And, he has an annoying habit of relating
incidents and then saying something like, "but we need not go
into that here."
Yet, he was at Twain's side in the final years. As an authorized,
first-hand account it's the best we have. Keep in mind that he
and Twain's daughter Clara co-conspired to keep his memory
as lily-white as one of his suits -- so don't expect "the dark side
of the moon."
Good luck to you.