Back when I took an interest in malware analysis I got the book Practical Malware Analysis and must say it really was brilliant. Analyzing malware requires knowledge of a range of different technical areas, and the book introduced them well. The best thing though are the malware samples supplied for analysis after each chapter so you can test your new skills, and then the detailed walk-throughs of how each should have been analysed in the appendix.

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.