Building a Home Lab to Become a Malware Hunter – A Beginner’s Guide
alienvault.com
alienvault.com
You might need some additional help with assembly. Personally I looked at the "megaprimers" on securitytube.net and then the Intermediate Intel x86 series of video lectures on opensecuritytraining.info.
Proper study of the material takes time and I never got through it all. Perhaps I'll get to return to it.
Don't overlook having a deep knowledge of Windows Internals either. That book series is almost criminally overlooked by people who work on supporting it.
Also the IDA Pro book. Damn, I wish I could afford the software. :( Really should learn radare one of these days.