ASME offers some classes that might help you out.
As far as books go, Finite Element Method - Its Basis and Fundamentals by Zienkiewicz & Taylor seems quite good and is available for free on the ASME e-library. I used Concepts and Applications of Finite Element Analysis by Cook in my graduate classes. Knowledge of continuum mechanics, energy methods, and the theory of elasticity will make these books much more digestible.
Before you get too carried away, though, the most important thing is to understand the fundamentals of the analyses that you're trying to perform. In the case of structural analyses, you should have a good grasp of stress, strain, thermal strain, material science, thermally dependent material properties, fracture and fatigue, and of how materials fail. You should be able to determine acceptability limits for your analyses. You should understand stress concentrations and their impact on designs. Strictly speaking, the same concepts that are used in analytical calculations are often used in finite element analyses (if nothing else, for head-checking what the computer churns out).
A few pointers for structural FE analyses:
-Before you begin an analysis, you need to have a clearly defined goal. You need to make judgments about where stresses matter and where they don't before you begin (usually supported by hand calcs). Things tend to crop up during the analysis, so be prepared to make sub-models and use hand calculations to address them.
-Sharp interior corners are stress/strain singularities in an elastic FE model (i.e. stress will keep rising as the mesh is refined). Stresses in interior fillets must often be dealt with through hand calculations or through sub-models.
-Thermal stresses and temperature dependent material properties should be considered for anything that's not operating at room temperature.
-FE Models become quite unwieldy when you incorporate nonlinearities (a-la contact, plasticity, radiation, etc.). You have to use engineering judgment and hand calculations to determine whether these are necessary.
-Welds suck to analyze. Period. Especially socket welds, fillet welds, or any weld that might result in a buried crack. The best practice is to take the loading on the weld from your FE model and do hand calculations to determine whether it is acceptable. Blodgett's Design of Welded Structures book (from Lincoln Electric) is pretty good for that. The other approach is to model the weld. A weld with a buried crack requires an ugly elastic-plastic analysis to determine the stress distribution. Crack growth and fatigue failure is another ugly thing to analyze.
-When in doubt, refine your mesh. An FE mesh can never be too fine (other than that it might take weeks to solve). So the best approach is to start with a courser mesh and refine it several times to ensure that your stress numbers aren't changing. This is called checking for "grid-independence". If you're concerned about a particular feature, plot the stress in that feature at each refinement. You'll either find that it approaches some value or heads to the moon. If it heads to the moon, your model's wrong.
-Use brick elements over tets whenever possible. Higher order tets aren't too bad when it comes to accuracy, but they're a killer when it comes to problem size. Just consider that one brick element necessarily equals several tet elements (sketch it out). If you can built a model with brick elements, you can refine the mesh further while keeping your node count reasonable.
-2D models are your friend. If you can build something as an axisymmetric or planar, you'll be able to achieve a finer grid far more easily. If you can build something out of shell elements, do it. However, you need to be mindful of their limitations as well.
-2D Plane stress = thin; 2D Plane strain = thick. Think of a model of a pipe cross section (thick, into the page) vs a model of a plate with a hole (thin, into the page).
Well, I hope that helps. Good luck.