First, I would start with a little bit of analog circuitry. Flash some LED's with an LM555 . There are articles on ETO about 555's. Here's a link to another resource: **broken link removed** Next project would be a motor controller, just to familiarize yourself with PWM, or an Op-Amp amplifier.
I would repeat the LED's and PWM with digital. Many tutorials on the web for that. Nigel's and Ian's on ETO are very good.
I do believe that the best way to get into the hobby is to find useful projects that you need. For me, that was a merging of my other hobbies with electronics. Tell us a little more about your other interests, and we may be able to make more concrete suggestions.
As for books, I used Horowitz and Hill, The Art of Electronics, 2nd ed. , Cambridge University Press, 1989. It is rumored that the authors are actively reviewing galley proofs for the long awaited 3rd edition.
John