Reverse Engineering for Beginners [pdf]
yurichev.org
yurichev.org
It looks like this PDF has been posted to HN a few times before, too: https://news.ycombinator.com/from?site=beginners.re
I haven't read the book, but I did download the PDF and briefly check it out. I'm not a reverse engineer by any means, but this seems like a (very) comprehensive overview. It's over 1000 pages!
When I first got started the Lena151 tutorials had just been released. This would have been helpful as an aid but having video tutorials of all the subwindows of OllyDBG was very beneficial.
That, and having crackmes to practise against combined with wireshark or ethereal or whatever it was called was a great time to learn this stuff.
Not just the site, but I mean the same link.
I gave up after the third day, but even though it was a frustrating experience I also learned a lot about how assembly works. I don't know if that'll ever be useful but it was fun to learn.
Or if you really want to hack an MMO, there's also "Pwnie Island" which is an MMO made to be reversed/hacked: http://www.pwnadventure.com/