Which media should I read to continue from where the Re:Zero anime left off? As most of Re:Zero's audience know the anime ended last week, and since there were a lot of people talking about the important part that was left out "Which I still don't know about", I decided I want to read the light novel to see what happened. Here is the problem, I found out that Re:Zero has a light novel, a web novel, and a manga, so what's the difference between them? Do I read all of them? And where should I start from?
In short, you should read light novel from the start.

About the reason: 
I’m currently reading light novel, actually in the first time Betelgeuse appears in 5th volume. Yet I’m far from where the anime ended, this first 5 volumes told many things anime didn’t. And some of them are really important, in my opinion. 

About the difference: 
As far I know, the web novel is the original source, the light novel is a compilated book from that and the manga is anime based. You told you already watch the whole anime, so I don’t see any reason to read the manga. I don’t know if the web novel has an official translation to English but the light novel do — it’s published in North America by Yen Press — since is an official publication you should buy it to support Teppei.

This way you won’t miss anything and support author. It’s a win-win.