The short answer: Bob Cassidy's Fundamentals. Karl Fulves' Self Working Mental Mysteries. Practical Mental Magic by Annemann. 13 Steps to Mentalism by Corinda. In that order - 13 Steps is more like an encyclopedia/reference than a beginner's how to.
The long answer is that it really depends on what you plan to do. You could be a very respected mentalist without ever learning a single "trick" - just read any book on Tarot or Palmistry, Psychophysiological Thought Reading by Banachek, and Reality is Plastic by Anthony Jacquin, and apply some creativity. Add in some billet work and pendulum stuff and you can create an hour long show that uses maybe one sleight. Well, sleight of hand. There's a lot of sleight of mind/words going on.
The thing you have to remember about mentalism is that it's not magic. They are related, but distinctly different theatrical approaches to performance. You cannot be an effective mentalist if you perform like a magician. You can be an effective mental magician that way, but I feel (and I could just be biased) that audiences feel the difference between the two.
Other recommendations that I feel are pretty important:
Strong Magic by Darwin Ortiz.
Maximum Entertainment by Ken Weber.
Absolute Magic by Derren Brown.
Pure Effect by Derren Brown.
The Alchemical Tools by Paul Brook.
The Swingers Party by TC Tahoe (Pendulum work)
Switch Craft by Elliot Bresler
Maybe An Actor Prepares by Stanislovski or Respect for Acting by Uta Hagen. Acting lessons and a director will be more valuable but work with what you can get.
Mentalism is inherently more dependent on theatrical ability than magic. You can simply execute the moves of a magic trick and be interesting to at least some people. Mentalism requires a theatrical approach to deliver it appropriately, or you will fall flat.