Proper way to build menus with python-telegram-bot

You should use an argument pattern in CallbackQueryHandler. Also is a good thing use a classes or functions for keyboards and messages.
To return to main menu add return button to submenu with specific callback pattern.

Please note: you use edit_message_text in menu. It's mean nothing will happen if you will call start function with reply_text method from any menu.

Full working example with functions:

#!/usr/bin/env python3.8
from telegram.ext import Updater
from telegram.ext import CommandHandler, CallbackQueryHandler
from telegram import InlineKeyboardButton, InlineKeyboardMarkup
############################### Bot ############################################
def start(bot, update):
  bot.message.reply_text(main_menu_message(),
                         reply_markup=main_menu_keyboard())

def main_menu(bot, update):
  bot.callback_query.message.edit_text(main_menu_message(),
                          reply_markup=main_menu_keyboard())

def first_menu(bot, update):
  bot.callback_query.message.edit_text(first_menu_message(),
                          reply_markup=first_menu_keyboard())

def second_menu(bot, update):
  bot.callback_query.message.edit_text(second_menu_message(),
                          reply_markup=second_menu_keyboard())

def first_submenu(bot, update):
  pass

def second_submenu(bot, update):
  pass

def error(update, context):
    print(f'Update {update} caused error {context.error}')

############################ Keyboards #########################################
def main_menu_keyboard():
  keyboard = [[InlineKeyboardButton('Menu 1', callback_data='m1')],
              [InlineKeyboardButton('Menu 2', callback_data='m2')],
              [InlineKeyboardButton('Menu 3', callback_data='m3')]]
  return InlineKeyboardMarkup(keyboard)

def first_menu_keyboard():
  keyboard = [[InlineKeyboardButton('Submenu 1-1', callback_data='m1_1')],
              [InlineKeyboardButton('Submenu 1-2', callback_data='m1_2')],
              [InlineKeyboardButton('Main menu', callback_data='main')]]
  return InlineKeyboardMarkup(keyboard)

def second_menu_keyboard():
  keyboard = [[InlineKeyboardButton('Submenu 2-1', callback_data='m2_1')],
              [InlineKeyboardButton('Submenu 2-2', callback_data='m2_2')],
              [InlineKeyboardButton('Main menu', callback_data='main')]]
  return InlineKeyboardMarkup(keyboard)

############################# Messages #########################################
def main_menu_message():
  return 'Choose the option in main menu:'

def first_menu_message():
  return 'Choose the submenu in first menu:'

def second_menu_message():
  return 'Choose the submenu in second menu:'

############################# Handlers #########################################
updater = Updater('XXXXXXXXX:XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX', use_context=True)
updater.dispatcher.add_handler(CommandHandler('start', start))
updater.dispatcher.add_handler(CallbackQueryHandler(main_menu, pattern='main'))
updater.dispatcher.add_handler(CallbackQueryHandler(first_menu, pattern='m1'))
updater.dispatcher.add_handler(CallbackQueryHandler(second_menu, pattern='m2'))
updater.dispatcher.add_handler(CallbackQueryHandler(first_submenu, pattern='m1_1'))
updater.dispatcher.add_handler(CallbackQueryHandler(second_submenu, pattern='m2_1'))
updater.dispatcher.add_error_handler(error)

updater.start_polling()
################################################################################

Sorry, i have two spaces in tab. :)

UPD: Fix submenu object.

I wrote a wrapper on top of python-telegram-bot to send keyboards and inlined messages: https://github.com/mevellea/telegram_menu

from telegram_menu import TelegramMenuSession, BaseMessage, NavigationHandler, ButtonType


class BotMessage(BaseMessage):

    def __init__(self, navigation_handler: NavigationHandler, bot_name: str):
        super().__init__(navigation_handler, label="BotMessage", inlined=True, home_after=True)
        self.bot_name = bot_name

    def update(self):
        self.keyboard = []
        self.add_button("API token", callback=self.do_something, btype=ButtonType.MESSAGE)
        self.add_button(":door:", callback=self.do_something, btype=ButtonType.MESSAGE)
        return f"What do you want to do with {self.bot_name}?"

    def do_something(self) -> str:
        return f"[{self.bot_name}] do something"


class EntryPointMessage(BaseMessage):

    def __init__(self, navigation: NavigationHandler) -> None:
        super().__init__(navigation, label="StartMessage")

    def update(self):
        self.add_button(label="First bot", callback=BotMessage(self.navigation, bot_name="Bot1"))
        self.add_button(label="Second bot", callback=BotMessage(self.navigation, bot_name="Bot2"))
        return "App entry point"


session = TelegramMenuSession(API_TOKEN)
session.start(EntryPointMessage, idle=True)

I hope this helps.

great answer by @dzNET. But it won't work in V12 so I changed a little bit

from telegram.ext import CommandHandler, CallbackQueryHandler
from telegram import InlineKeyboardButton, InlineKeyboardMarkup
############################### Bot ############################################
def start(update, context):
  update.message.reply_text(main_menu_message(),
                            reply_markup=main_menu_keyboard())

def main_menu(update,context):
  query = update.callback_query
  query.answer()
  query.edit_message_text(
                        text=main_menu_message(),
                        reply_markup=main_menu_keyboard())

def first_menu(update,context):
  query = update.callback_query
  query.answer()
  query.edit_message_text(
                        text=first_menu_message(),
                        reply_markup=first_menu_keyboard())

def second_menu(update,context):
  query = update.callback_query
  query.answer()
  query.edit_message_text(
                        text=second_menu_message(),
                        reply_markup=second_menu_keyboard())

# and so on for every callback_data option
def first_submenu(bot, update):
  pass

def second_submenu(bot, update):
  pass

############################ Keyboards #########################################
def main_menu_keyboard():
  keyboard = [[InlineKeyboardButton('Option 1', callback_data='m1')],
              [InlineKeyboardButton('Option 2', callback_data='m2')],
              [InlineKeyboardButton('Option 3', callback_data='m3')]]
  return InlineKeyboardMarkup(keyboard)

def first_menu_keyboard():
  keyboard = [[InlineKeyboardButton('Submenu 1-1', callback_data='m1_1')],
              [InlineKeyboardButton('Submenu 1-2', callback_data='m1_2')],
              [InlineKeyboardButton('Main menu', callback_data='main')]]
  return InlineKeyboardMarkup(keyboard)

def second_menu_keyboard():
  keyboard = [[InlineKeyboardButton('Submenu 2-1', callback_data='m2_1')],
              [InlineKeyboardButton('Submenu 2-2', callback_data='m2_2')],
              [InlineKeyboardButton('Main menu', callback_data='main')]]
  return InlineKeyboardMarkup(keyboard)

############################# Messages #########################################
def main_menu_message():
  return 'Choose the option in main menu:'

def first_menu_message():
  return 'Choose the submenu in first menu:'

def second_menu_message():
  return 'Choose the submenu in second menu:'

############################# Handlers #########################################
updater = Updater('YOUR_TOKEN_HERE', use_context=True)

updater.dispatcher.add_handler(CommandHandler('start', start))
updater.dispatcher.add_handler(CallbackQueryHandler(main_menu, pattern='main'))
updater.dispatcher.add_handler(CallbackQueryHandler(first_menu, pattern='m1'))
updater.dispatcher.add_handler(CallbackQueryHandler(second_menu, pattern='m2'))
updater.dispatcher.add_handler(CallbackQueryHandler(first_submenu,
                                                    pattern='m1_1'))
updater.dispatcher.add_handler(CallbackQueryHandler(second_submenu,
                                                    pattern='m2_1'))

updater.start_polling()

Again thanks to @dzNET