So far I've delivered 3 sessions for TechDays Canada and at every session I get asked the question "what books are available so I can learn more?".
Although books are good I do recommend regularly checking the Windows Mobile Developer Center where you will get the latest webcasts, blog posts and "How Do I?" Videos. You can also check out the Windows Mobile Developer Center Community Section which lists community bloggers (including me :)) and Windows Mobile Team blogs, links to the Windows Mobile Forums, Codeplex and Windows Mobile Code Gallery Samples.
If you have questions you can ask them at MSDN Developer forums and Newsgroups.
If you really want a book I would recommend
- Microsoft Mobile Development Handbook - authored by fellow MVPs Andy Wigley, Peter Foot and Daniel Moth (former MVP now Microsoft Employee).
- Windows Mobile Data Synchronization - authored by Rob Tiffany
These two books will give you some good fundamentals to get you started on building some great Windows Mobile applications.