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The reference that I keep handy is:
 
The
LaTeX Companion , Second Edition by
Mittelbach and Goosens
That reference, often called TLC2, is a standard one. You really can't
go wrong with it. It's dense, includes lots of examples, and is pretty
easy to use. One other book that came in handy when I started drawing
graphics in LaTeX is:
 
The LaTeX Graphics Companion by Goosens, Rahtz,
and Mittelbach
That introduced me to things like picture environments and PSTricks.
I use PSTricks a lot now, and the book really is only meant to be an
introduction (albeit a nice one) to PSTricks as well as other competing
(and complementary) tools. Now I typically use the PSTricks
documentation on the PSTricks home page at TUG (you can google for "PStricks" to find the web page).
A nice small reference to LaTeX is:
 
LaTeX: A Document Preparation System by
Lamport
A very complete but also intimidating reference for TeX is:
 
The TeXbook by Knuth
Three other notable and popular books on TeX (that are far less intimidating) are:
You can still get that last book in print from some sources that print
out of print books (lulu.com),
but I believe it has been released for free as a PDF as well. Yes,
see:
http://eijkhout.net/texbytopic/texbytopic.html
for the free download link (released under GNU FDL).
[ If you really don't want to get into the nitty gritty details, I
would recommend sticking to the LaTeX references. ]
Otherwise, I've just done a lot of learning by doing. It helped to learn about typesetting in general. A good reference for both things is the documentation that comes with the memoir package:
That documentation link (memman.pdf) is an excellent introduction to all
of the basic typographical elements of a book... and memoir is a nice
LaTeX package in general.
After that, see comp.text.tex (available as a Google group) which is
known simply as "CTT" to insiders...
http://groups.google.com/group/comp.text.tex/
LaTeX and TeX experts watch that group and will answer your questions
about how to do things. You can also search the group for some previous
answers to similar questions. You can also see announcements of new
versions of packages that do cool things. It's a great resource.
Finally, seeing the LaTeX 2e source (implemented in TeX) can be
helpful to understand exactly what goes on when you do things like a
\section. "source2e.pdf" is included with the LaTeX distribution. You
can also view it on-line here:
http://www.tug.org/texlive/devsrc/Master/texmf-dist/doc/latex/base/source2e.pdf
That includes all of the TeX implementations for the LaTeX macros and
gives you some idea of what goes on when you build a LaTeX
document.
Off the top of my head, that's all I can think of. Just go into
things thinking that LaTeX probably *CAN* do whatever you want it to
(including solving and plotting differential equations, which pure LaTeX
(as opposed to PDFLaTeX) can do). Like a sculptor, you just have to
figure out what to chip away to get it to do it. Keep trying things
until something is qualitatively similar to what you want, and then tune
(perhaps with the help of CTT) after that. Eventually you'll come up
with better and better implementations. If you come up with something
especially novel, post it on-line. In fact, contributing to CTAN
directly is usually recommended.
Another thing that helps me is to remember that TeX is really is just
a giant machine that tokenizes, parses, and expands. It's not a
"programming language" so much as it is a text "filter" in that a single
run of LaTeX doesn't necessarily result in what you want. Keeping this
in the back of my head helps me anticipate the problems I might have
with certain approaches, and it further helps me figure out how to
approach LaTeX in order to succeed.
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by Abrahams, Berry, and Hargreaves
by Seroul and Levy
by Eijkhout