Back when I took an interest in malware analysis I got the book Practical Malware Analysis and must say it really was brilliant. Analyzing malware requires knowledge of a range of different technical areas, and the book introduced them well. The best thing though are the malware samples supplied for analysis after each chapter so you can test your new skills, and then the detailed walk-throughs of how each should have been analysed in the appendix.

You might need some additional help with assembly. Personally I looked at the "megaprimers" on securitytube.net and then the Intermediate Intel x86 series of video lectures on opensecuritytraining.info.

Proper study of the material takes time and I never got through it all. Perhaps I'll get to return to it.

I used to work in the field and it's a great book. Highly recommend. Another one I like to recommend is Reverend Bill Blunden's The Rootkit Arsenal.

Don't overlook having a deep knowledge of Windows Internals either. That book series is almost criminally overlooked by people who work on supporting it.

Also the IDA Pro book. Damn, I wish I could afford the software. :( Really should learn radare one of these days.

This: https://www.nostarch.com/malware ?

definitely

If this article is interesting to you, also worth checking out Cuckoo Sandbox:

https://www.cuckoosandbox.org/

I have toyed with the idea of setting up a separate network parallel to my home network to do something like this. I just haven't made the effort or had the time. I like this setup.

This is a great resource.