Visual Basic is a Microsoft product. I use the programming language Visual Basic for Applications - VBA - within Access, a database and GUI system not very different from VB itself. For the VBA language your main document should perhaps be the Visual Basic Programmer's Guide 1-57231-863-5, published by Microsoft at 37 pounds or $40. When you need to expand your range of capabilities, and when you begin to find gaps in the Guide, procure the Visual Basic Reference Library in 3 volumes: Language Reference, Controls Reference and Component Tools Guide. You will still find the Programmer's Guide useful.
As for a good first exercise, I recommend a mortgage calculation engine: The user inputs the amount of the mortgage, the annual interest rate, the minimum monthly payment and the starting date, then a report is produced showing the status each month. I would love to do this, but as I am not in a research environment I have no excuse for such a sideline. Ask me for advice on the project if you choose it, because I have some ideas. It would make you use form, report and table features in a fairly straightforward manner, and you would see VB code and SQL along the way. Thus you would know a little of everything in VB pretty quickly, and would also have a practical tool for consideration of accelerated pay-off, etc. Be warned: credit-card interest is calculated differently from mortgage interest, so you cannot use the same algorithm for credit card debt, but you can use it for most consumer loans.