This book has been designed to stand on its own. You should be able to read it without owning any other books on Java. However, there are two books which you may find very useful.
One is The Java Virtual Machine Specification (JVMS), by Frank Yellin and Tim Lindholm. It is the "truth" of the Java virtual machine. All JVM implementers, including Sun itself, are expected to adhere to the definition of the Java virtual machine contained in the JVMS. Wherever your JVM implementation disagrees with the JVMS, it is always the JVMS that is correct. I recommend that you have a copy on hand if you want to do a lot of JVM programming, because it is the final word on any JVM-oriented question.
Another book I recommend is The Java Language Specification, by James Gosling, Bill Joy, and Guy Steele. This is a large, thick tome that contains the absolute truth about the Java language. It does an excellent job of specifying all the details of what a Java program means. It is meticulously precise, but it can still be a lot of fun to read because it throws in many funny examples and quotes. Even just browsing the index can be a treat. (Look up the index entry for prime numbers to see what I mean.)
Both of these books are available over the Internet at http://java.sun.com/docs. Paper copies are available at any bookstore.
While you're on the Internet, let me recommend one other source of information. The newsgroup comp.lang.java.machine is dedicated to discussing how the Java virtual machine works, how it is implemented, and so forth. I'm a frequent reader and contributor, and there are many other experts willing to share their copious knowledge.