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BobAll collectors begin at the same starting point, reading Lew Lipset's books on tobacco and caramel cards. You should be able to pick up a soft bound copy on ebay fairly cheap. Full of great information although if you want price values, it is not for you. Lew lists the cards, discusses origins, pictures and commentary about the backs and variations, etc. An excellent starting point...
Here's an inexpensive volume of the caramel and gum sets:
http://cgi.ebay.com/The-Encyclopedia-of-Baseball-Cards-Lew-Lipset-1984_W0QQitemZ230277072426QQihZ013QQcategoryZ378QQ ssPageNameZWDVWQQrdZ1QQcmdZViewItem