As ferret points out, there's no substitute for actually tasting different cheeses and drawing on the knowledge of a qualified cheesemonger. However, I don't think that this experience obviates the need to have a reference book or two. I have several dozen books on cheese and I have found useful things in most of them. A well written book will provide you with some context (history of cheesemaking, how cheese is made, etc.), will organize the information in a logical and orderly way, and will give you ideas that you can take to the store to explore further.
Steve Jenkins' book, The Cheese Primer, came out 15 years ago, when there was very little else available. It has remained continuously in print. It's a good book, but many others have been written since it was published that are at least as good, if not better. I'll suggest three:
1. The Cheese Plate by Max McCalman. This is the first of Max's three books, and although not his best overall (Mastering Cheese is the one to which I would award that honor), would be the best as an introduction to cheese for someone just getting started. In this book, Max puts a lot of emphasis on practical concerns: how to buy cheese, how to store it, how to serve it, how to taste, how to pair cheeses with beverages and accompaniments, etc. He also tells you what his favorite cheeses are country by country.
2. Cheese Essentials by Laura Werlin. Laura's approach is to classify cheeses into eight types: fresh, semi-soft, soft-ripened, surface ripened, semi-hard, hard, blue and washed rind. Almost all cheeses will fit into one of these categories. She discusses the characteristics of each type, gives recommendations for specific cheeses within each type and tells you what to look for when you go to the store. There are also some recipes, but this isn't primarily a cookbook.
3. The Complete Idiot's Guide to Cheeses of the World by Steve Ehlers and Jeanette Hurt. This book has a little bit of everything: history, cheesemaking, practical tips for buying and serving cheese. The discussion of the cheeses themselves is organized by geographic region and country. As if often true of books in the "For Dummies" and "Idiot's Guide" series, the writing could be tighter and occasionally one feels that one has been talked down to. (That might be just me, since I already know a great deal about cheese, but I don't feel the same way about the other two books I'm recommending.) Also there are several annoying minor errors in the book. A cheese expert would find them, but a novice wouldn't.
I'd rank the first two named books over the third, but any of them would serve to get you started.
While there is no substitute for tasting as Ferret points out, might I suggest "The Cheese Primer" by Steven Jenkins. It is rather old, but an excellent reference for cheeses made in the US and Europe. Jenkins knows a lot about cheese, and he also describes the cheesemaking process, both commerical and artisanal.
Learning about cheese from a book is like learning how to dance from a book. You need to find a local shop with a knowledgeable person. Whole Foods tend to have a good variety if there's one in your area. A good shop will allow you to sample cheeses and help you find things within your price/taste range.