This forum is a great resource. Start reading and participating here.
Often when I get interested in a new topic, I like to get a bunch of magazines and start reading. You can often get up-to-speed really fast this way. I like the magazine short-article format; it's less daunting than a book. Sp, I'd suggest for the next few months getting Blade, Knives Illustrated, and Tactical Knives, these are the big three. Generally, with magazines, a one-year subscription is priced about the same as four issues off the newstand. So, just take subscriptions to the three for a year. None of them is expensive. Do some web searches and you'll find that all three have websites where you can buy a subscription online.
As Mr. Montgomery mentions, Mr. Levine's book as very good, an excellent start and a valuable reference in the future. I recently got a beautiful book, Art and Design in Modern Custom Folding Knives, by David Darom, ISBN 965-07-1174-0. It was an expensive book, about $80 as I recall. It is a huge and wonderful coffee table book of the finest high-end custom folding knives with beautiful pictures and short articles about each maker. It's beautiful and educational too. If you're interested in collection high-end custom knives, I'd say that this book is a must-have.
Don't forget the web. There are quite a number of great websites with tons of information about knives and knife-collecting.
Finally, you need to get to a knife show or two... not a gun/knife show, but a real knife show such as The Oregon Knife Collector's Show, Bladeshow, or the Guild Show. Even if you don't buy anything at all, talking to people, seeing and handling the knives, and talking to the knife makers themselves will be worth the cost of attending a show. Almost everyone I've met in "the knife world," artists and makers, dealers, collectors, martial artists (if you want to explore that aspect of "the knife world,"), even publishers and authors, are all wonderful, friendly, approachable people who will generously share with you everything they know.