The Lightning Thief, The Sea of Monsters, The Titan's Curse, The Battle of the Labyrinth, and The Last Olympian by Rick Riordan
Involving the story of a boy who learns about his heritage, the secret magical world in parallel to our own, a place where youngsters learn how to handle their heritage, prophecies, and an evil-doer conspiring to rise from his downfall. And all these tropes are put together rather differently than in Harry Potter.
The secret heritage is being a hero in the original Greek meaning: a demi-god. Of a Greek god. They haven't exactly stopped their traits of chasing mortals and having kids. Percy Jackson discovers his demi-god status when his math teacher metamorphoses into a monster and tries to kill him, and his best friend Grover tries to get him to Camp Half-Blood -- and proves to be a satyr in disguise.
Some knowledge of Greek mythology helps, but a standard book on the matter probably covers it all. It doesn't go into too many obscure locations, and those generally get explained. Though it also takes a few liberties. Takes a little long to get around to explaining how Athena could have demigod children, and Ares claims at one point that he doesn't fight his kids' battles, whereas in the myths, he was particularly prone to defend them. . . Not that the original myths were models of coherence!
While the gods have a tendency to be a bit too goofy for my taste at times, they also manage to pull off impressively godly moments. And most of their bad behavior is actually convincing as gods' behavior. When a hero flies in an airplane -- and in Zeus's domain -- to complete a quest without which Olympus would have been in serious trouble, Zeus rewards him: he forgives him for flying. And this convinces.
It also helps convince about keeping secrets. The Great Prophecy is kept from Percy. Partly because it's pretty horrible, partly because they're not sure it applies to him, but partly because they don't want to give him ideas and they don't trust him. Indeed at one point he asks why the gods haven't killed him and the person he asks answers in all seriousness that some of them surely want to before enumerating the reasons against it.
There are a number of other prophecies: baffling, cryptic, and misinterpreted. Sometimes -- no more than once in a book -- a character can actually work out from a prophecy what to do. The Oracle is one of the better handlings of prophecies that I have seen.
And you generally have to because the quests they go on are seriously dangerous. There is one quest per book, though they fit into an over-arching scheme -- read these books in order! -- about the aforementioned evil-doer. Even the training they do at the camp is seriously dangerous. The gods are not noted for their tenderness toward their half-blood children.
The world-building for the Olympian side of things is a little thin, but the plot definitely pulls you on. Action, adventures, and twists.
It ends with a definite sequel hook -- and the afterword mentions that this is the first Camp Half-blood series -- but on the other hand, it tied off this story. The sequel hook itself tied off that this series and its problems are done, and the next series will deal with new and different problems.
I wonder if it will have a new POV character.