There's a few books on how to approach books and problems, e.g. don't strain on first seeing new material. Lara Alcock wrote 2 books on studying math which seem to have the same ToC, a lot of undergrad programs have materials on proofs and how to transition from high school problem solving: http://web.archive.org/web/20150319020039/http://www.maths.c...

Mathoverflow and math.stackexchange soft-questions tag has lots of mini-essays, e.g. https://mathoverflow.net/questions/143309/how-do-you-not-for...

and https://math.stackexchange.com/questions/617625/on-familiari...

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For proofs, books by Polya, Velleman, Hammack etc

Prof Baez' reading lists for math and physics: http://math.ucr.edu/home/baez/books.html