The thing with Embedded programming is that it's not just about programming - it is very much also about understanding the system hardware. This is especially true of the small embedded systems typical of 8051/8052 applications.

So, to get on in Embedded programming you are also going to need at least basic grasp of digital electronics.

You might find it easier to start by learning programming in a PC (or similar) environment?

Here are some links about basic electronics:

http://www.8052.com/forum/read/95853

http://www.kpsec.freeuk.com/trancirc.htm

Keil has a booklist about embedded programming in general, and specific to their supported targets:

http://www.keil.com/books/