Esther Derby reminds us that learning comes from practice and feedback, not just training courses, and links to one of her articles at StickyMinds.
Aside: StickyMinds is the on-line forum associated with Software Testing and Quality Engineering (STQE) magazine, which published my article on adopting XP last year (July/August 2002, order the back-issue!).
Extreme Programming defines "12" practices, though different ways of counting takes it up to 13 or more. Don Wells lists way more than that at http://www.extremeprogramming.org/rules.html. You should know that "they are just rules" meaning that you won't lose your license to program if you break a rule accidentally or with good reason, though failing to follow all of the practices often makes more work for yourself and your team.
Practicing is becoming a popular topic. Ron Jeffries wrote of "etudes" and Dave Thomas is writing about "katas". Other web-logs have discussed this topic, with analogies to music practices, authors writing drafts of papers or books, and so on.
William C. Wake has posted test-first "challenges" on the XP mailing list in the past, for people to practice on, and now has a book called The Refactoring Workbook due in July. Preview chapters are on-line: http://www.xp123.com/rwb/.
On other topics, Mike Cohn is writing a book on User Stories (Requirements/Features in XP lingo) and set up a web-site on this topic at http://www.userstories.com/. I haven't read the chapters that have been made available yet, but I plan to soon.
And David Anderson recommends a book on the agile management mailing list:
What Management Is by Joan Magretta. He's enthusiastic: "This book was nominated by no less an authority than The Economist as one of the 10 best books of 2002. That's what prompted me to read it. In summary - it is worth every cent! It's management summed up in a nutshell."