If you're interested in following a Celtic Pagan path, there are a number of books that are useful for your reading list. Although there are no written records of the ancient Celtic people, there are a number of reliable books by scholars that are worth reading. Some of the books on this list focus on history, others on legend and mythology. While this is by no means a comprehensive list of everything you need to understand Celtic Paganism, it's a good starting point, and should help you learn at least the basics of honoring the gods of the Celtic peoples.
The Carmina Gadelica is an extensive collection of prayers, songs and poetry gathered in Gaelic by a folklorist named Alexander Carmichael. He translated the works to English and published them along with significant footnotes and explanations. The original work was published as a six-volume set, but you can typically find single-volume editions available. The pieces include hymns and prayers for the Pagan sabbats blended in with Christian themes, representing the complex spiritual evolution of the British Isles, particularly Scotland. There's some amazing stuff in this collection.
Barry Cunliffe's book, "The Celts," is subtitled "A Very Short Introduction" and that's exactly what it is. He provides a limited view over a wide variety of topics relating to the Celtic peoples and culture, which allows readers to dip into different aspects of Celtic life. Cunliffe touches on mythology, warfare, social strata, migratory routes and the evolution of trade. Just as important, he looks at the ways that different invading cultures have affected the Celtic society, and how the needs of modern society has tended to paint the ancient Celts with a not-always-accurate brush. Sir Barry Cunliffe is an Oxford scholar and Emeritus Professor of European Archaeology.
Peter Berresford Ellis is a noted scholar on Celtic and British studies, and one of the things that make his books so enjoyable is that he happens to be a good storyteller. The Celts is a great example of that -- Ellis manages to provide a decent overview of the history of the Celtic lands and people. A word of caution - at times he portrays the Celtic people as all being part of one cohesive group, and makes occasional reference to a single "Celtic" language. Most scholars have dismissed this theory as incorrect, and instead believe that there were many different language groups and tribes. These biases aside, this book is very readable and does a good job of outlining the history of the Celts.
Contrary to the portrayal of them that we see in a lot of New Age books, the Druids were not a bunch of tree-hugging "get in touch with your feelings" peaceful clerics. They were in fact the intellectual social class of the Celts -- judges, bards, astronomers, physicians and philosophers. Although there is no written first-hand record of their activities, Eliis delves into the writings of contemporaries from other societies - Pliny the Elder wrote extensively about the Celts, and Julius Caesar's Commentaries include frequent references to the people he encountered in the British Isles. Ellis also takes time to discuss the possible Hindu-Celtic connection, a theme that has been of considerable interest to scholars.
There are numerous translations available of The Mabinogion, which is the Welsh mythic cycle. However, Patrick Ford's is one of the best. Many modern translations of the work are heavily influenced by a blend of Victorian romance, French Arthurian tales and New Age imagery. Ford leaves all of that out, and offers a faithful yet eminently readable version of the four tales of the Mabinogi, as well as three other stories from the myth cycle of the early Welsh legends. This is a primary source of Celtic legend and myth, so if you're interested in the exploits of the gods and goddesses, as well as the mortals and demigods of folklore, this is a great resource to use.
From the publisher: "The Dictionary of Celtic Myth and Legend covers every aspect of Celtic myth, religion, and folklore in Britain and Europe between 500 BC and AD 400. In parallel with the fruits of archaeological research, the testimony of Classical writers and the earliest recorded versions of the pagan oral traditions of Wales and Ireland provide us with a complete overview of Celtic lore. This guide presents that knowledge in over 400 copiously illustrated articles, together with a comprehensive historical introduction." Miranda Green is a noted scholar who has done signficant research on the ritual and symbolic aspects of later British and European prehistory and the western Roman provinces.
Ronald Hutton is one of the best scholars out there when it comes to the history of Paganism in the British Isles. His book, The Druids manages to smash through some of the stereotypes about Druidic practice and culture, and does so in a way that isn't over the head of the typical reader. Hutton looks at how the Romantic poetry movement of the 1800s has influenced the way we view Druids today, and dismisses much of the New Age theory of Druids being happy peaceful nature-lovers. He makes no apologies for taking a scholarly approach to the matter -- he is, after all, a scholar -- and looks at both the historical and the Neopagan cultures of Druidry.
One of Professor Ronald Hutton's earlier works, this book is a survey of the many variations of Pagan religions found in the British Isles. He evaluates the religions of the early Celtic peoples, and then addresses the influence of invading cultures, with a look at the religions of the Romans and the Romans. Hutton dissects this pre-Christian era, but also looks at the way modern NeoPaganism has co-opted -- sometimes based on misinformation -- the practices of the ancients.
Alexei Kondratiev's The Apple Branch isn't a book on history, or even mythology, but it's a nicely written introduction to Celtic-inspired rituals and ceremonies. The author has clearly done a lot of research and understands Celtic society and culture. It could be argued that Kondratiev's NeoWiccan background throws things off a bit -- after all, Wicca isn't Celtic -- but it's still a good book and worth reading, because Kondratiev manages to avoid a lot of the overly-romanticized fluff that appears in many of the books purporting to be about Celtic Paganism.
I first read this book when I was in my early twenties, and much of it went sailing right over my head. I revisited it a couple of years ago, and things made a lot more sense to me. Jean Markale takes an in-depth look at the society of the early Celtic tribes, and focuses on the role of women within that societal framework. There's not a lot of information on Celtic mythology -- you'll have to get that elsewhere -- but there's a treasure trove of background on Celtic society, sociological theory, sexual standards, and economics. He also discusses legal issues that permitted the women of the Celts so much more freedom than their counterparts in other regions of the world.