I think Squeak By Example is a great one to start. The wiki has some great info on it (some is outdated), and the Laser Game Tutorial at http://squeak.preeminent.org/tut2007/html/ is very thorough. Check out http://stephane.ducasse.free.fr/FreeBooks.html for a list of free books.
Once you have the basics down, I find http://www.amazon.com/Smalltalk-Best-Practice-Patterns-Kent/dp/013476904X indispensable.
HTH, Sean