We usually recommend reading an introductory guide to cognitive behavioural therapy such as CBT for Dummies when you start therapy. This helps you understand quickly how CBT works and means that time in the session can be given over to your specific situation rather than explaining general principles.
Cognitive Behavioural Therapy For Dummies is usually on offer on Amazon and is often available second hand.
We also recommend The CBT Handbook which is available here and discounted via the NHS mental health self help scheme: CBT Handbook on Amazon
There are other introductory books too which are also good. For specific conditions, we also recommend the Overcoming Series, which is an excellent source of information and self-help.
There are websites that can help you with CBT, one of the most helpful is Get.gg
We would also recommend MIND, the mental health charity.