Josef Albers "Interaction of Color"
It's a classic. I went to the art store and bought some color-aid paper for $20. It's premixed painted paper and you can cut it out to help you with the exercises in the book. Now though, you can just open up photoshop and do your exercises there. It's much easier and cheaper too. But it's kind of cool to see it in real life with real material. I would recommend the color aid paper if you plan to do oil painting.
"The progress of learning is from indefinite to definite, not from sensation to perception. We do not learn to have percepts but to differentiate them."