I often get email or questions about what is "Agile" and how do I start to understand it? This is the standard email I send back with a collection of links that have some good information on the topic.
The start of Agile
The Agile Manifesto
An overview of the many Agile flavors
The New Methodology by Martin Fowler
XP and Scrum are the most popular flavors of Agile, so here are a few links specific to them.
A comparison of XP to Agile by Bob Martin.
An intro to XP
Scrum info on Wikipedia.
These days most shops I encounter put together their own process by picking and choosing practices from various methodologies. Technically that's a hybrid Agile approach. The danger there is that you never try a practice that you don't think will fit and you miss out on a real gem that you never understood. The benefit is a set of practices that nicely fit your shop and team. That's the approach we took in Ship It!.
Whatever flavor of Agile/agile you latch onto, don't be religious about it. Be religious about your religion, not your software process choices. Be open to change and adaptation. Be willing to let someone else work differently than you.