I think the best way to start is to buy a breadboard, few resistors, capacitors, LEDs and 555 timers. Internet is flooded with tutorials, and you'll jump from blinking LEDs to plasma speakers in no time.
Great book for electronics is "Art of electronics" by Paul Horowitz.
This stuff is vintage, but it still offers much, and is really fun to read:
http://www.amazon.com/Boys-First-Book-Radio-Electronics/dp/B0007E1FGCThere are scanned books from Alfred Powell Morgan to be found online.