Reddit reviews Peterson Field Guide to Bird Sounds of Eastern North America (Peterson Field Guides)

It's not out yet and I haven't seen a preview or anything, but this book is supposed to have an song index that groups birds with similar songs together, which sounds like what you're looking for, it you live in the area it covers.

I was lucky enough to be able to take a course on bird song in my city that covered the local birds. It started with 20 common birds that are difficult to mistake for each other, which I think is a good way to begin. The Peterson "Birding by ear" cds cover 3 or 4 birds with similar songs in a group, so you can focus on learning the differences between their songs. I think that approach makes sense once you've learned the common birds