A Few Useful Resources:
List of Common Errors
The W3C has this helpful list of common validation errors, so that when you encounter an error and don't know what it means, you can look it up.
Head First HTML
This book provides more in-depth coverage of HTML, and has a more detailed section on validation. The Head First series also has books on some more advanced topics of web development, such as JavaScript, PHP/MySQL, and Ajax.