Pro LINQ: Language Integrated Query in C# 2008 (Expert's Voice in .NET)
As a reference guide Pro Linq is IMO the best one.
Once you are more experienced and want to know more of the internals Programming Linq is the book you want.
Also there are some great blogs out there, Matt Warrens, and Bart De Smets are wonderfull resources for advanced Linq topics.
But the absolute best place to start as a beginner is the 101 linq samples site, and actually try them out.
Pro LINQ should have most of the information they need in chapters 12-15.
LINQ to entities is a LINQ provider for entity framework model.
The thing that analyzes lambdas, part of entity framework.
To understand nature of LINQ thoroughly, i recommend book "Pro LINQ".