Boone, Daniele. Picasso. Studio Editions, London, 1993. A good picture-book with a short biographical sketch.
Gombrich, E.H. The Story of Art. Phaidon, London, 1995. Excellent for general background; the best basic art-history book. To understand how Cubism disrupted traditional European painting, it's a good idea to take a look at traditional European painting and this book lays it all out. The chapter on "Experimental Art: The first half of the twentieth century" contains a good, terse explanation of Picasso's project.
Hilton, Timothy. Picasso. Thames and Hudson, London, 1975.
Hughes, Robert. The Shock of the New. Alfred A. Knopf, New York, 1996. An excellent introduction to modern art, with good commentary on Picasso. Offers an excellent understanding of the artistic currents of early twentieth- century Paris–Surrealism, primitivism, Symbolism, Fauvism. Hughes has a very entertaining style.
Jaffé, Hans L.S. Pablo Picasso. Harry N. Abrams, New York, 1963. A very good picture-book.
Schiff, Gert, ed. Picasso in Perspective. Prentice-Hall, Englewood Cliffs, New Jersey, 1976. A selection of critical essays on Picasso, from his first press notices onward.
Stein, Gertrude. Picasso. Dover, New York, 1984. A memoir of Stein's close relationship with Picasso.