The books you want to pay attention to most are skill books. These are usually found laying around, prominently, such as on tables or desks, rather than in bookshelves. That said, if you have enough room for other books, they certainly don't hurt. Some will give you side quests to do, while others just give you a background about the lore. The skill books will immediately raise the associated skill by a level, and are wroth considerably more money. I can recognize them now, but in the beginning I made it a point to read every book I encountered, even if I didn't take it with me. For looting purposes, the 10 gold / 1 lb ratio seems to work well for me. A 13 lb Ancient Nord weapon worth 15 gold is nice to have on the wall, but you don't lose much by not taking every single one you find. If you plan to become a Companion and forge them into Nord Hero weapons, there will be plenty of them available throughout the game.
Books are usually about 3-7 per lb, so I only take random books when I have extra room. Gems, some food items, alchemy ingredients, potions, etc., really make the bulk of your high value
items, and you can carry a lot of .5 lb potions, compared to a 13 lb ax or something. If you have the opportunity somewhere to grab a ruined book or two, they work for making spell tomes at the Atronach forge. If you can't find it early on, I highly recommend making a flame atronach tome. Nothing like a fire shooting buddy to watch your back, when dealing with draugr.
If you can't find Camilla to ask about Bleak Falls, leave Riverwood by way of the bridge, passing the Inn on your right. At the other side of the bridge, instead of going right to Whiterun, go left up the hill path. That will take you to a bandit tower, and then to Bleak falls main steps.