True Devotion to the Blessed Virgin Mary is a great place to start. It gives background and theology of the devotion, then takes you through the consecration step-by-step.
Some of the language in the book (written in the early 1700’s) is used a little differently from the way we use certain words today. Don’t let this put you off. For example, when St. Louis de Montfort calls Mary “divine mother,” he does not mean that she is God, but rather that she is mother of God. If you get the Tan Books edition of True Devotion, be sure to read the footnotes (given at the ends of the chapters, so you’ll have to do some page turning). These notes will help you navigate through some of these language issues and keep you from tossing the devotion aside as heresy (which it is not).
If you do decide to do the consecration (which I highly recommend), you should also have a Bible and The Imitation of Christ on hand, since the readings included in the preparation for consecration come from these books.