I'd like to recommend a book I've had for a few years now. It's called Mind and Magic, by Francis X. King. Its subtitle is "An Encyclopedia of the Mysterious and Unexplained," and that's exactly what it is.
As an early book by Dorling-Kindersley, it follows the exact same format as their later encyclopedic books, such as The Secret World of 007, or any of their innumerable Lego books. The difference is that, instead of detailing colored blocks or British spy films, it has information on the paranormal and occult. When I say "information," I mean actual information, not a bunch of vague stories and anecdotes. It's extensively researched, has some practical instructions (in the sections on cartomancy, alchemy and meditation), and, remarkably for a book like this, a viewpoint that is almost completely objective.
The only thing that may get in the way of reading it is finding a copy. Mine has a publishing date of 1991, but aside from this copy my dad gave me, I have never seen another one. In fact, a search online hints that it may have been reprinted under a different title, but I've yet to find any good articles on it. Rarity aside, I'd certainly recommend this to anyone who's even vaguely interested in New Age spiritualism, the occult, supernatural phenomena, or ancient studies.