Other than Lange's guide, are there any other "must have" books about Winged Liberty (Mercury) dimes?
Really, dude, they are a fairly straightforward series to collect. I think that one will do you just fine, although it never hurts to read more! A date / mint mark set will be hard to collect because of the 1916-D, but it can be done (I just bought one after 25 years in he hobby!). If you want the overdates it's going to be that much more expensive, too. A date set or type set in mint state would actually be pretty easy. It's all up to you. Welcome to the hobby.
Actually I'm LONG overdue to work on a Merc set. They and SLQ's are the only totally 20th century pre-1965 sets that I don't have complete. Fortunately I got smart a while back and bought most of the Merc keys. Of the keys I'm only missing the 1921 and I'll want a better 1921-D (it's only Good).
no lange's book should do it, there isn't a lot of intrigue to be had in the mercury dimes. There are a couple RPMs a few DDOs or DDRs, some mm size differences and of course the 2 overdates. Some of the dates will be harder than others to find over XF, like the 25D and the 26S. Then there are easy to find coins in high grades like the 45 micro S a ms65 will only run you about $100. After lincoln cents, this was the next set I finished and I loved doing it.
I'm currently writing a book entitled, "Where to send your winged heads once your set is complete." I'll let you know when it comes out.