First Steps
Generally, experienced collectors say to buy books before swords. This I think is good advice, and I will recommend this as well. Even passing familiarity with the subject will help you get involved with a sword or swords that will make you more happy than they would without this learning under your belt.
Recommended Books
Below are a list of books which are considered to be among the standard reference works that you should buy and read through to become familiar with the basics of swords, before you purchase any swords themselves.
They are generally books that you will be able to read through, and continue to refer to throughout your collecting days.
Clicking through on the links will take you to Amazon.com, and by using these links I will receive a small referral fee from them.
The Compton Collection is generally considered to be one of the best
western collections to have been assembled, if not the best.
Additionally, these works may be interesting featuring high quality
works or deal with samurai culture:
For advanced study, I would recommend the Nihonto Koza which are
available from Harry Watson,
though they do come up on Ebay quite often. As well, a copy of any of
the works of Fujishiro is quite useful for the advanced collector, or
the beginner who has decided to take the next step.
The Nihonto Newsletters by Albert Yamanaka are an interesting and in-depth collection of documents about the Japanese Sword. They are available from the Northern California Japanese Sword Club. Click on their name, and it will take you to the sales page. I have an older copy of this work. It can be a bit scattered and overlapping, due to its nature being published as a newsletter over many years, but it has many interesting pieces of information that cannot be found anywhere else.
Lastly, the films by Akira Kurokawa can provide an entertaining backdrop and insight into the perceptions of samurai culture. One in particular, The Hidden Fortress, provided the structure and storyline that George Lucas adapted into the Star Wars trilogy (Jedi Knights, from weaponry, style of dress, and the code they live by are all loose adaptations from Japanese samurai). Ran is also an interesting one, as it is an adaptation of King Lear into a Japanese Daiymo and his family. The pace can be a bit slow, but it is a beautifully made work of art.