Just be warned that until you understand how OCaml "thinks", it'll seem like the language that whacks you on the wrist with a ruler whenever you try to do anything. Awesome language, kind of a quirky implementation though.

Of the books I've read, _The Little MLer_ conveys the mindset the best. (It's in the same style as _The Little Schemer_, but is about ML, type systems, and type inference in general.) For learning OCaml and its toolchain, the French OReilly book (free English translation: http://caml.inria.fr/pub/docs/oreilly-book/) is a good text.