I stockpiled kool-aid and before I ever used it, I asked my Dad to buy me a dyeing kit from Hello Yarn for Christmas one year. With a gift certificate from my Mom, I picked up some bare yarn from Knit Picks. And I kept pretty busy for a year but then my contract through AmeriCorps ended with no particular job prospects I started playing around with the kit in my back yard. A year later I had a baby girl and a fledgling part-time dyeing business.
I joined the Love To Dye group on Ravelry and picked up a lot of tips and am still learning.
I started with the Twisted Sisters Sock Book. It didn't use my dyes, which at the time were just Jacquard Acid Dyes and I eventually moved to the much more technical book the Ashford Book of Dyeing. This inspired me to engage myself in chroma studies - I kettle dyed a lot of semi-solids for the better part of a year before going back to hand-painting in an effort to create a palette for myself.
Soon I'll be hand-painting the semi-solid yarns also!
All of them are pretty good resources. And Wild Color is just fantastic, although I don't currently do natural dyeing.