I like this book: http://www.amazon.com/Learning-jQuery-1-3-Jonathan-Chaffer/dp/1847196705
because it goes step by step building useful things, building on top of structured previous knowledge, and it has a succinct reference guide that's less daunting to a beginner than the online docs (which, btw, are already probably some of the best docs of ANYTHING out there). It chooses to delve only a minimum into Javascript to get you going, relegating subjects like closures to the appendices for those who are interested in learning the underlying language.
It's dated now that jQuery 1.4 is out, but still 99% relevant and you can just read up on the what's new in 1.4 after you finish the book.