There are some excellent references at http://www.ecauldron.net/reconcelt.php
But if you are interested in learning more about the religion of the ancient Celtic peoples you need to start first by deciding which Celts you want to learn about. Celtic religion was very tribal and the beliefs of the Celts of Ireland differed from those of Britain, the Continent, or Gallicia.
To be honest, we don't know a lot about the beliefs of the Celts. The Celts did not have a written language of their own, and they did not believe in writing down their sacred lore. So what little we do know was largely gleaned from the writings of their enemies such as the Romans. This makes much of what we think we know very questionable.
But a few books that might be helpful include:
"Pagan Celtic Britain" by Anne Ross
"Pagan Religions of the Ancient British Isles" by Ronald Hutton
"Dying for the Gods" by Miranda Green
"Blood and Mistletoe" by Ronald Hutton
"The Celts" by Barry Cunliffe