If you want some background info on him, I wrote a profile for another site a while ago that might help a little-
http://entertainmentforums.greatboard.com/viewtopic.php?t=221
Reading it again, it's not very good but it should give you some info. His book, Chronicles Vol, 1, and No Direction Home (the DVD) are awesome. And then you get to the music. I'd get Highway 61 first if I was you, even though I prefer Blood on the Tracks. Highway 61 is a great introductory album.