I'm sure there's some Batman encyclopedias out there, but I've never read one.
If you want to start reading Batman comics, go for the graphic novels, not the current montly comics (they suck). I'd start out with these graphic novels:
Batman: Year One (title of the book says it all, Batmans origin (Batman Begins was based off of this book),
The Long Halloween (Great book, it's a Two Face origin story and it influenced The Dark Knight),
The Killing Joke (a great Joker story, it also influenced The Dark Knight), and
The Dark Knight Returns (This is a story about an old Bruce Wayne coming out of retirement to fight crime once again. Superman co-stars so he can get his ass kicked

). I'd start out with those books, but there's a lot more great graphic novels out there.