Flayderman’s Guide to Antique American Firearms…and their values. The chapter on Colt will give you a good introduction to the basic information for every Colt percussion model. The rest of the book is very useful too, making this a really essential addition to the library.
James E. Serven, Colt Firearms 1836-1960. Dated but comprehensive and still a standard reference.
R.L.Wilson, Colt: An American Legend. Call it a coffee table book, call Wilson a crook - it’s still a gold mine of information.
Dennis Adler, Colt Single Action: From Paterson to Peacemaker. Generally excellent, photos and text.
Haven and Belden, A History of the Colt Revolver from 1836 to 1940. Dated, and sometimes incorrect, but still a classic filled with great information.
That’s a good start on a reference library for all Colt percussion models. Then you can move on to individual models like Swayze’s work on 1851s, Shumaker’s or Jordan & Watt’s books on 1849 pocket models, Phillips and Wilson’s Paterson Colt Pistol Variations, and on and on… Your interests and wallet will guide you past the basics.