If you're new to magic, the best place to start, like with any hobby, is at the very bottom.
In terms of magic in general, a good starting point is
Mark Wilson's Complete Course in Magic. For card magic, there are more specialist books like the
Royal Road to Card Magic and the
Card College series (
link to volume 1) For coin magic there's
Modern Coin Magic and for mentalism there's
13 steps to Mentalism (not available from Penguin).
Something else that will help you greatly is to pick up a book on magic theory. I have
Strong Magic and it contains so much useful information on routining and getting the most out of your tricks by making the performance engaging. Another book I don't have but I'm told is on a par with Strong Magic is
Maximum Entertainment
For beginners, books are a better resource because they are cheaper than their DVD counterparts and contain a lot more information. For example,
Born to Perform, may be a great DVD but it only teaches a few sleights and even fewer tricks.
I know it might be a little disconcerting to say this but you can't expect to turn into David Blaine or Criss Angel overnight just buy buying a few tricks; but hopefully these books in particular will help you gain a greater appreciation for magic and help you on your way.