Reddit mentions of Introduction to Probability (Dover Books on Mathematics)

Beginner Resources: These are fantastic places to start for true beginners.

Introduction to Probability is an oldie but a goodie. This is a basic book about probability that is suited for the absolute beginner. Its written in an older style of english, but other than that it is a great place to start.

Bayes Rule is a really simple, really basic book that shows only the most basic ideas of bayesian stats. If you are completely unfamiliar with stats but have a basic understanding of probability, this book is pretty good.

A Modern Approach to Regression with R is a great first resource for someone who understands a little about probability but wants to learn more about the details of data analysis.

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Advanced resources: These are comprehensive, quality, and what I used for a stats MS.

Statistical Inference by Casella and Berger (2nd ed) is a classic text on maximum likelihood, probability, sufficiency, large sample properties, etc. Its what I used for all of my graduate probability and inference classes. Its not really beginner friendly and sometimes goes into too much detail, but its a really high quality resource.

Bayesian Data Analysis (3rd ed) is a really nice resource/reference for bayesian analysis. It isn't a "cuddle up by a fire" type of book since it is really detailed, but almost any topic in bayesian analysis will be there. Although its not needed, a good grasp on topics in the first book will greatly enhance the reading experience.