I'll second reading The Game, it's great entertainment and you'll get a glimpse of some of the different "schools" in the PUA world. Depending on your personality, you might find a routine based system like Mystery Method or something with more of a Natural style. I'm resisting the urge here to push my own book on the subject, but here's a link if you're interested:
http://zenpua.com
The important thing is to get out there and meet women, try out what you're learning from the books, and tweak it to fit your own style and the real world results you're getting. The only way to fail is by not trying. Every thing else is learning and growing.
Good luck!