"Reverse engineering" is too broad of a term.<p>Do you want to jailbreak the newest smartphone? Or want to repurpose some neat and cheap childrens' toy into a spectrum analyzer?<p>Maybe your central heating has a odd habit of keeping your bedroom too hot, and the office too cold even though the thermostat is set correctly?<p>Reverse engineering by itself is just a tool for building things, because once you figured out how something works, the fun begins when you start tinkering it into something the original designers had not forseen.<p>So, to cut this philosophical post short: Get yourself a <i>problem</i> you want to solve, then read all you can about it. If it involves reverse-engineering, e.g. analyzing something not yet documented, you'll have to solve that on the way.<p>And you'll know to ask the specific questions (e.g.: How do I find out the right connection to pins I suspect to be a JTAG port? How can I find out which bits in the serial protocol might stand for what?) when you've come there.
O'Reilly's Security Warrior, while a bit outdated should give you a good overview of the RE landscape and it'll give you enough meat to see where your interests lie.
A methodology for reverse engineering<p><a href="http://www.npd-solutions.com/remethod.html" rel="nofollow">http://www.npd-solutions.com/remethod.html</a>