There hasn't been much literature around about Pentaho, at least not any that I know of. So far most people would search for info in the pentaho forum or wiki. But recently things have changed. There is now whole book about setting up Pentaho with MySQL called "Pentaho Solutions", which you can order from Amazon. This one tries to cover basically every component of Pentaho, which should be a great support for first time users.
Another book was published recently as well, called "Pentaho Reporting 3.5 for Java Developers" by Will Gorman, a long term Pentaho developer. This book will provide you everything you need to know about Pentaho Reporting 3.5. I've already ordered this books and I am quite looking forward to read them!