They Called Themselves the K.K.K.: The Birth of an American Terrorist Group by Susan Campbell Bartoletti

From chapters.ca:
Boys, let us get up a club. With those words, six restless young men raided the linens at a friend's mansion, pulled pillowcases over their heads, hopped on horses and cavorted through the streets of Pulaski, Tennessee. Soon, the six friends had named their club the Ku Klux Klan and all too quickly, their club would grow into the self- proclaimed Invisible Empire with secret dens spread across the South. This is the story of how a secret, terrorist group took root in America's democracy. Filled with chilling and vivid personal accounts unearthed from oral histories, congressional documents, and diaries, it is a book to read and remember.