Well, just keep in mind that most historians don’t really think about this (and honestly, I doubt Ehrman really has, all that much).

I don’t know what’s usual (since most historians never even talk about this), and explicit discussions are scattered and all over the map, but I suspect when you hear what Ehrman said it’s either or both of these things going on:

(1) Like scientists, most historians know the paradigm of naturalism is well established by centuries of solid scientific inquiry, and even if some of them accept that that might change (they might even believe in the supernatural), they also accept that it so far hasn’t. So miracles are just not in the cards. Until we get some scientific support for such things even being possible (note in Proving History I use a transmuting lead to gold analogy [pp. 250-55; with n. 28 p. 330] to avoid the baggage of this, since we scientifically actually can transmute lead to gold, so the question is how one would do that given what we know, and waving a wand over the lead just isn’t one of them…so far).

This intuition then gets garbled when they try to answer questions like Ehrman did, and it comes out as the rationalization that history can’t even in principle discover miracles. But that’s just not thinking the matter through. Obviously all science is history (what science has or has not discovered is a historical question, answered only with historical documents). So such a notion would make it impossible even for science to confirm the existence of the miraculous. And if they understood that, they’d revise the way they phrase this. It’s the difference, perhaps, between a historian and a historian who has philosophical training and thus is aware to think things like this through more before pronouncing, and has some skill in doing that.

I mean, just pick the obvious example: science could have proved by now that the earth and all species began to exist 6000 years ago and we all descend from one woman and one man and that an invincible immortal angel with a sword of fire still won’t let anyone into a garden in central Iraq. I cannot imagine how we could maintain that that isn’t evidence of something miraculous going on (without being unreasonable: see my discussion of the folly of hyper-skepticism in Defining the Supernatural, skip especially to the last section, “Is the Supernatural Knowable?”).

So, not thinking things through, the Ehrmans of the world just think it can’t be done in principle, because it can’t be done in practice (“in practice” meaning, given the facts as they so far happen to be).

(2) There might also be a pandering fallacy involved. If Ehrman says history cannot in principle prove a miracle, that lets the faithful off the hook. They can have their faith and eat it too, since this means history cannot contradict their faith (it just can’t corroborate it; that “non-overlapping magisteria” nonsense). That’s all sweet and nice. But it simply isn’t true. Science (indeed a very much historical science) did not discover that the earth and all species began to exist 6000 years ago and we all descend from one woman and one man and that an invincible immortal angel with a sword of fire still won’t let anyone into a garden in central Iraq. So there could be a kind of attempt here to not offend the religious, while still admitting there is no historical evidence for any real miracle.

Could be one or the other or both.

That depends on whether you want to get up to speed on the history of philosophy, or just on philosophical concepts, methods and state of the art. (Philosophers tend to conflate the two way too much.)

There is no ideal catch-all book for either. But as best as it gets in doing both (that I know of) is Classic Philosophical Questions (buy a used copy of the next-to-last edition, which is currently the 13th; the latest edition, right now the 14th, always goes for a highway robbery college textbook price). That treats many aspects of philosophy by using historical readings across the whole history of philosophy, and aims at showing two sides of a debate in each case. The defect is, it’s not thorough, state-of-the-art, or particularly good at teaching you how to do philosophy yourself.

I’ve heard recommended The Philosophy Book for a more thorough ultra-basic intro to history of philosophy (and in result covers all the basic concepts and debates still around or discussed). But I’ve never seen it myself so I don’t know how good it is (though it is very well reviewed on Amazon). But that’s still just a descriptive tour and not a how-to.

For a “how to” book, unfortunately the best intros are college textbooks kept at ridiculous prices. So, limiting to the affordable, you can try Simon Blackburn’s Think: A Compelling Introduction to Philosophy [also kindle]. That’s a good how-to guide, reasonably broad, and almost up-to-date (published in 1999). In fact, as I think most history of philosophy is a waste of time, I recommend this as the first book you read. Get exposed to the history stuff later, if you even care to.

In all honesty, the only actual skill involved in doing philosophy (that would separate “doing philosophy” from “doing science” for example) is logical reasoning. Master that, learn the basics of how to do library research on an issue, and that’s pretty much it. (Often that means researching the science on a subject as much or more than the latest philosophy on it, so your having a science degree gives you a leg up even on most philosophers; and on researching the philosophy on a subject, do know that most philosophy is garbage, but not all of it, and it can be hard figuring out which is which, and the field of philosophy adamantly refuses to develop any standards or guides for helping you do that, so a pox on them).

So, to that end, I recommend (as a good intro to philosophical method) Christopher DiCarlo’s How to Become a Really Good Pain in the Ass [also kindle]. But you can train yourself for free using the ChangingMinds pages on Syllogisms and following up with a study of the Wikipedia List of Fallacies and The Fallacy Files (especially their Interactive Taxonomy of Logical Fallacies). There is also an online version of Bo Bennett’s Catalog of Logical Fallacies, and Bennett’s book Logically Fallacious is the best portable resource for a basic intro to logic and an essentially complete encyclopedia of fallacies aimed at the non-expert [also kindle].

On how to use those skills to study specific branches of philosophy (epistemology, etc.) I usually just recommend my book Sense and Goodness without God [also kindle] in conjunction with free resources online wherever you encounter a word or concept that’s unfamiliar: the Internet Encyclopedia of Philosophy and the Dictionary of Philosophical Terms and Names (Wikipedia also often has descriptions of terms and concepts now). You can use that as a study-by-example (see how I answer questions, and what questions I think need answering and what resources I cite as my guides in the bibliographies to each section, and try to emulate that when you think about these issues on your own, or even follow up with the items in the biblios, although those are now nearly ten years out of date).

For more advanced study once you have your grounding, I have an Amazon store loaded with the books I believe are required reading for any philosopher today (RCR Essentials Philosophy).

So, pick and choose among those options what’s best for you as a starting point.

[Note: see also comment below, where a very good addition to those options is proposed.]

I hadn’t heard of that, but I just bought and checked the kindle edition and it is indeed excellent, so I added buy-links to your comment.

To fit that into the scheme of options: it’s a good nuts-and-bolts how-to that works at the level of basic concepts rather than worldview building (so, not much about how to decide what epistemology to adopt, for example, but all the basic skills one might use to do that with). And I am not aware of anything else like it. It fills a niche in the basics department without being too simplistic. I’m even going to add it to my bookstore.