Not sure of your experience generally so...
Best advice I can give is that you thoroughly inform yourself about all aspects of digital imaging as a primer.
Start with understanding sensors then move on to what happens in post-processing and finally printing.
The idea is to understand properly both the potential and limitations of digital capture in general.
Frankly, there are many books on HDR - a trip to Amazon readily confirms this - so there are plently of options.
Recommending specific texts is difficult however certain names will stand out.
Again, I am not sure what software you are planning to use, or even whether you have given it much thought yet.
If you own PS use that for now.
The way to really learn is to experiment as soon as you have any sort of idea of how to shoot. Meter your scene with emphasis on the brightest and darkest parts. Work out the dynamic range of the scene. Shoot the first shot as per the usual principles of ETTR and then increase exposure by 1-2 stop intervals until the entire dynamic range is covered. You are finished when the darkest part of the scene has been rendered middle grey.
The fun starts when one combines the images in HDR software. Be prepared to experiment over and over again with the same image set to see what looks good. There is no generic one fit curve. Each scene needs its own tweaking. PS does a fair job but there are other packages out there. Once one is fully familiar with PS HDR consider then buying another software package. At this stage your research will be much more focussed and what you trying to do much clearer.
Print the results and compare them. Do not be shy of round-tripping several times. The learning curve is well worth it. Once one has done this several times referring back to books and clarifying particular issues will be valuable.
Apologies if I have been trying to sell snow to eskimos but your post was a little short on background information.
Kind Regards
Tony Jay