On a New List of Categories[1] is a good entry point. I like How to Make Our Ideas Clear[2] as well, and it may be more germane to this topic. He was a prolific writer, and I've found everything of his I've read thought provoking.

Edit: Some Consequences of Four Incapacities[3] is another that deals with how we understand things.

[1]http://www.peirce.org/writings/p32.html

[2]http://www.peirce.org/writings/p119.html

[3]http://www.peirce.org/writings/p27.html