Here are a set of books and resources that I have found particularly helpful in forming my understanding of physics engines. I highly recommend going through all of these resource.
Mathematics
Mathematics for 3D Game Programming and Computer Graphics, Third Edition: a great resource on foundational mathematics for computer graphics. I am linking to the free pdf version here so that you can test drive it, but I highly recommend having a physical copy of this book on your shelf. It is a simple and elegant reference for all things computer graphics.