I bought some books but found that the hard way to do it
Most seem to go from a very simple tune on page 1 to hideously complicated ornamentation on page 3!
Much better if you can to find a whistle class (often in a pub)or find the nearest session(more pubs!!) where you can mention that you would love to play whistle but don't know where to start..
It is far easier to get feedback from people than from a book

Good Luck
Roger