Yes, please do! Warning: F# will ruin other languages for you. I find it rather painful to work in basically anything else after using F#, with gradients of pain for different languages. Haha.
And that's a good question. I have basically every book written on F#, but I can't say I have ever used them for anything more than reference.
* Functional Programming Using F# by Hansen and Rischel (might be too simple if you are already comfortable with functional programming and is out of date every now and then with changes to F# that's happened)
* Expert F# 4.0 by Don Syme and others (contains a lot of nice things by the designer of F#
One of the latest books is Stylish F# 6: Crafting Elegant Functional Code for .NET 6 by Kit Eason. I have the first edition but haven't read it.
My personal recommendation is to take the approach of type/domain driven design. That is, I start off every F# module the same:
1. Define my types with discriminated unions, records, type aliases (such as for tuples) or single case discriminated unions. Use classes when necessary but try to prefer the more functional types.
2. Start writing functions against these.
And that's basically it. One thing to recognize with F# is that it mixes OOP rather nicely. Even discriminated unions and records, which are immutable, can have members defined on them, including operator overloading (something F# is pretty good about). They can even implement interfaces and be defined with generic types, which is also nice and powerful.
I have some projects that might of interest, since they're simple enough and illustrate the above process.
Lastly, I'd suggest just starting up some projects. You could also take the Programming Languages course on Coursera by Dan Grossman. Part A uses SML, and you could port the examples and homework solutions to F# (I did so when I took the course). I also take books written for other languages and port the code to F#, usually taking a more idiomatic functional style. .NET Interactive notebooks (https://github.com/dotnet/interactive) are a great way to get started. You just need to install the .NET 6 SDK (which gets you F#) and then install the .NET Interactive Notebook extension in VS Code. That's it. There is also the book The Little MLer which gets people comfortable with discriminated unions (sum types), and I used the book and ported the examples to F#. I need to go back and finish that annotation project (https://github.com/bmitc/the-little-fsharper). I'll probably convert the script files to .NET Interactive notebooks if I do.