Start with high-confidence gambling books, then narrow by subgenre or adjacent topics.
Play Poker Like the Pros
Phil Hellmuth, Jr.
Busting Vegas
Ben Mezrich
Play Blackjack Like the Pros
Kevin Blackwood
Moneymaker
Chris Moneymaker
World Poker Tour(TM): Shuffle Up and Deal
Mike Sexton
Repeat Until Rich
Josh Axelrad
Hunting Fish
Jay Greenspan
Positively Fifth Street
James McManus
The World's Greatest Blackjack Book
Lance Humble, Carl Cooper
Beat the Dealer
Edward O. Thorp
Scarne's Guide to Modern Poker
John Scarne
The Video Poker Edge
Linda Boyd
Poker for Dummies
Richard D. Harroch, Lou Krieger
Every Hand Revealed
Gus Hansen
Casino Gambling for Dummies
Kevin Blackwood, Swain Scheps
The Everything Texas Hold 'em Book
John Wenzel
Phil Gordon's Little Blue Book
Phil Gordon
Blackjack Strategy
Michael Benson
Losing Big
Jonathan D. Cohen
