I concur with the Dragon Book reference; IMO, it is the definitive guide to compiler construction. Get ready for some hardcore theory, though.
If you want a book that is lighter on theory, Game Scripting Mastery might be a better book for you. If you are a total newbie at compiler theory, it provides a gentler introduction. It doesn't cover more practical parsing methods (opting for non-predictive recursive descent without discussing LL or LR parsing), and as I recall, it doesn't even discuss any sort of optimization theory. Plus, instead of compiling to machine code, it compiles to a bytecode that is supposed to run on a VM that you also write.
It's still a decent read, particularly if you can pick it up for cheap on Amazon. If you only want an easy introduction into compilers, Game Scripting Mastery is not a bad way to go. If you want to go hardcore up front, then you should settle for nothing less than the Dragon Book.
