The Sacraments (Baptism & the Lord’s Supper) are means of grace intended for our benefit. They are one of the primary means by which the Lord Jesus Christ communicates to us the benefits of the redemption that He accomplished for us.
Here are just a handful of books that you may find helpful in learning more about the Sacraments:
1. The Westminster Standards – Still helpful to say the least after all these years! The Confession of Faith (ch.27-29), the Larger Catechism (Q.162-177), and the Shorter Catechism (Q.92-97) are a virtual gold mine of instruction for all believers. You could do a lot worse than to simply read through these sections with your family in the days prior to participating in the Lord’s Supper or observing a baptism at your church. I would also recommend the hardbound version with the Scripture references – available here.
2. Jesus Loves the Little Children, by Rev. Daniel Hyde – this book is an excellent introduction on the subject of infant baptism that is especially helpful to those who are new to the Reformed faith.
3. Christian Baptism, by John Murray – my personal favorite on the subject of baptism (infant & otherwise). Murray deals not only with the issue of infant baptism, but also the scriptural case for sprinkling or pouring (as opposed to immersion). If I were to recommend only one book on the subject, this would be the one (although it may be somewhat of a difficult read for someone new to the Reformed faith).
4. What Christian Parents Should Know About Infant Baptism, by John Sartelle – a very concise & helpful booklet on the subject of infant baptism. Highly recommend it!