Delphi Graphics and Gaming Programming Exposed is a really good book. Even though it mainly covers DirectX, it's a great book for beginners as it covers a lot of good material.

You also might want to check out Delphi in a Nutshell and or Learn Object Pascal With Delphi. The first is a great Delphi reference and the second is basically an intro course for the Pascal language (very light on the Object side of things though).