Coldfusion is often used in conjuction with databases. Knowing how to design and query a database is just as important, if not more so, than learning coldfusion. To that end, I have heard good things about the books, Database Design for Mere Mortals, and Teach Yourself SQL in 10 Minutes. Studying those books will kill some time while CF 9 books are being written.
If you have never programmed before, you'll have to learn the fundamentals of programming. This include if/else logic and looping. You can do that with coldfusion. I'll start you off with my most important fundamental. Know what your code is supposed to accomplish before you start writing it.
If you don't know html, you'll have to learn that also. http://www.htmlgoodies.com/ is as good a site as any for that.
Good luck.