I've looked at and read a bunch of different Prolog books. In my opinion the best one is `Programming in Prolog: Using the ISO Standard' by Clocksin & Mellish. It's actually one of my favorite programming books. Do all the exercises!
If you would like a book, I cannot recommend "The Art of Prolog" by Sterling and Shapiro enough. It gives a very understandable introduction to the language and is focused on teaching you how to approach different problem spaces while "thinking" in Prolog.
I recently started reading http://www.learnprolognow.org/ and the first few chapters have been excellent. There are exercises and practical sections at the end of each chapter too (unfortunately I haven't had time to look at them in detail yet).
http://www.amazon.com/Programming-Prolog-Using-ISO-Standard/...
http://www.swi-prolog.org/