I don't know on hobbies field, so I don't know how to begin with books.
I've just skimmed around on internet and finded some simple project to begin.
At first, I start with learning microcontrollers. You can come to Nigel tutorial (at his signature) to see how to work with PIC16F628 and 16F876
Secondly, I learn how to control a motor. I didn't start with DC motor, but with stepping motor. You can search for Douglas W. Jones tutorial on Stepping motor. It's great.
After that, I learn how to control the DC motor, servo motors, and so on. Use PWM method to control DC motor, and Stepping...
After having some basic knowledge on controlling, I start learn about what is a robot? You can search for the presentation of Stephen Marsland "CS3451 Laboratory Exercises: Guide to the Robots" - Autonomous mobile robot. You will see what is the paradigm of robotics
Having this basics, you can understand what you need to build a robot. You then need to learn how to use sensors: IR sensors, Ultrasonics rangefinders, Camera.... and so on.
Finally, you sketch out your robot, and then build your own one.
Goodluck