Here's a pretty good list of resources for learning Regular Expressions: http://www.regular-expressions.info/books.html
The site itself is a good resource. I believe Jeffrey Friedl (author of Mastering Regular Expressions) started and/or is involved with the site in some way.

Speaking of Mastering Regular Expressions, * that is definitely a book you should have. Don't worry too much about the title. The book starts off really nicely and covers a lot of ground by the time you've finished the chapters on using Regexes in Perl.

* The other thing I would recommend is to make sure your text editor gives you the ability to do search and replace with regular expressions. (If you look in your software's documentation it may say something like: "do search and replace with grep". That's Ok, that's what you want.) Use the text editor for EVERYTHING (emails, love letters, emailed love letters, etc.) You will quickly learn how often you can and will want to use regular expressions.

1. * I would also recommend picking up either a book on UNIX like: UNIX in a Nutshell or UNIX Power Tools as both of them have coverage of Regular Expressions appropriate for beginners. However, and everyone may not agree with me here, you can also check out sed & awk which can be argued is entirely about pattern matching (what regular expressions do).
2. * I'd also recommend a simple regular expressions application. I use Reggy for Mac OSX but there are a few others out there like RegexBuddy.

UPDATE May.26.2011: Added links to UNIX books.



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