If you are looking at web application security, there are a number of "simulation" games. The first that come to mind are Damn Vulnerable Web App (http://www.dvwa.co.uk/), The Hackme Bank (http://www.mcafee.com/us/downloads/free-tools/hacme-bank.asp...) or OWASPs WebGoat (https://www.owasp.org/index.php/Category:OWASP_WebGoat_Proje...)
DVWA is probably the best choice for somebody with no prior knowledge. A quick google search on "dvwa walkthrough" will get you started.
http://www.amazon.com/The-Web-Application-Hackers-Handbook/d...
http://www.amazon.com/Deadly-Sins-Software-Security-One-off/...
I can't stand "Deadly Sins".
I'd replace it with _The Tangled Web_, Zalewski's new web security book; WAHH and _Tangled_ is a formidable amount of knowledge to keep on tap.