Agreed on Park Tools and Sheldon Brown. Also I have heard good things about the book Zinn and the art of Mountain Bike Maintenance though I haven't read it myself. Also agreed on trying to find a maintenance clinic in your area (often they are free!).

I did want to point out that the chain falling off INTO the wheel like yours is is a VERY DANGEROUS problem. You can really cause yourself to crash bad and completely destroy your bike (chain gets caught in wheel/spoke, pulls derailleur into wheel, breaks hanger or even the frame, destroys the wheel, destroys the derailleur, and locks up the bike sending you flying).

It's also, generally, an easy fix, having to do with your rear derailleur limit screws, but do make sure you get it fixed and that you are confident in the fix (whether you do it yourself or having someone look at it). A quick rear derailleur check-tune at a shop should not cost much at all or take long. Though I'm all for learning to do it yourself as well (just so long as when you are done with it you are confident in your work).