Let’s Build a Compiler (1995)
This series is one of the best introductions to compiler construction.  It doesn't cover everything and it's 25 years old now, but it is the only guide I know of that will hold your hand as you build a working compiler from scratch.<p>If you have never built a compiler before, I <i>cannot</i> think of a better place to start.<p>Afterward, if you're curious about theory and advanced topics, I recommend heading to <i>Compilers: Principles, Techniques, and Tools</i> by Aho, Sethi, and Ullman (which covers a lot of theory associated with front-ends) then proceeding to <i>Modern Compiler Construction in ML</i> by Appel (which covers some more advanced topics and back-end stuff).  Then you can continue reading about more specific/advanced topics if you like.