/u/another_user_name posted this list a while back. Actual aerospace textbooks are towards the bottom but you'll need a working knowledge of the prereqs first.

Non-core/Pre-reqs:

Mathematics:

Calculus.

1-4) Calculus, Stewart -- This is a very common book and I felt it was ok, but there's mixed opinions about it. Try to get a cheap, used copy.

1-4) Calculus, A New Horizon, Anton -- This is highly valued by many people, but I haven't read it.

1-4) Essential Calculus With Applications, Silverman -- Dover book.

More discussion in this reddit thread.

Linear Algebra

3) Linear Algebra and Its Applications,Lay -- I had this one in school. I think it was decent.

3) Linear Algebra, Shilov -- Dover book.

Differential Equations

4) An Introduction to Ordinary Differential Equations, Coddington -- Dover book, highly reviewed on Amazon.

G) Partial Differential Equations, Evans

G) Partial Differential Equations For Scientists and Engineers, Farlow

More discussion here.

Numerical Analysis

5) Numerical Analysis, Burden and Faires

Chemistry:

1. General Chemistry, Pauling is a good, low cost choice. I'm not sure what we used in school.
   
   

   Physics:
   

   
   2-4) Physics, Cutnel -- This was highly recommended, but I've not read it.
   
   

   Programming:
   

   
   

   Introductory Programming
   

   
   Programming is becoming unavoidable as an engineering skill. I think Python is a strong introductory language that's got a lot of uses in industry.
   
   

2. Learning Python, Lutz
   
   
3. Learn Python the Hard Way, Shaw -- Gaining popularity, also free online.
   
   

   Core Curriculum:
   

   
   

   Introduction:
   

   
   

4. Introduction to Flight, Anderson
   
   

   Aerodynamics:
   

   
   

5. Introduction to Fluid Mechanics, Fox, Pritchard McDonald
   
   
6. Fundamentals of Aerodynamics, Anderson
   
   
7. Theory of Wing Sections, Abbot and von Doenhoff -- Dover book, but very good for what it is.
   
   
8. Aerodynamics for Engineers, Bertin and Cummings -- Didn't use this as the text (used Anderson instead) but it's got more on stuff like Vortex Lattice Methods.
   
   
9. Modern Compressible Flow: With Historical Perspective, Anderson
   
   
10. Computational Fluid Dynamics, Anderson
    
    

    Thermodynamics, Heat transfer and Propulsion:
    

    
    

11. Introduction to Thermodynamics and Heat Transfer, Cengel
    
    
12. Mechanics and Thermodynamics of Propulsion, Hill and Peterson
    
    

    Flight Mechanics, Stability and Control
    

    
    5+) Flight Stability and Automatic Control, Nelson
    
    5+)[Performance, Stability, Dynamics, and Control of Airplanes, Second Edition](http://www.amazon.com/Performance-Stability-Dynamics-Airplanes-Education/dp/1563475839/ref=sr_1_1?ie=UTF8&qid=1315534435&sr=8-1, Pamadi) -- I gather this is better than Nelson
    
    

13. Airplane Aerodynamics and Performance, Roskam and Lan
    
    

    Engineering Mechanics and Structures:
    

    
    3-4) Engineering Mechanics: Statics and Dynamics, Hibbeler
    
    

14. Mechanics of Materials, Hibbeler
    
    
15. Mechanical Vibrations, Rao
    
    
16. Practical Stress Analysis for Design Engineers: Design & Analysis of Aerospace Vehicle Structures, Flabel
    
    6-8) Analysis and Design of Flight Vehicle Structures, Bruhn -- A good reference, never really used it as a text.
    
    
17. An Introduction to the Finite Element Method, Reddy
    
    G) Introduction to the Mechanics of a Continuous Medium, Malvern
    
    G) Fracture Mechanics, Anderson
    
    G) Mechanics of Composite Materials, Jones
    
    

    Electrical Engineering
    

    
    

18. Electrical Engineering Principles and Applications, Hambley
    
    

    Design and Optimization
    

    
    

19. Fundamentals of Aircraft and Airship Design, Nicolai and Carinchner
    
    
20. Aircraft Design: A Conceptual Approach, Raymer
    
    
21. Engineering Optimization: Theory and Practice, Rao
    
    

    Space Systems
    

    
    

22. Fundamentals of Astrodynamics and Applications, Vallado
    
    
23. Introduction to Space Dynamics, Thomson -- Dover book
    
    
24. Orbital Mechanics, Prussing and Conway
    
    
25. Fundamentals of Astrodynamics, Bate, Mueller and White
    
    
26. Space Mission Analysis and Design, Wertz and Larson

Look at using the Eigen library for linear algebra in C++. Its used extensively in CV and AI settings, so there is a lot of info floating about it and lots of examples. It does take some getting used to coming from MATLAB though.

Here are some C++ books that have proven useful to me:
The Bible,
Very Useful,
My favorite data structures book,
[Maybe of interest] (https://www.amazon.com/Bundle-Algorithms-Parts-1-5-Fundamentals/dp/020172684X/ref=sr_1_25?ie=UTF8&qid=1484332390&sr=8-25&keywords=data+structures+in+C%2B%2B)

Also, keep in mind that the C++17 standard should be released this year, and there will be a new deluge of books.

Probably want to learn something about numerical analysis:
Numerical analysis

For vehicle dynamics and propulsion, are you thinking more FEA and CFD? If so, learning about GPU programming is probably more interesting since there is so much parallelization...
I recently picked this up but havent really worked through it yet...
but keep your expectations low, it is definitely non-trivial to try to spin your own packages, and it might be more worth your while to look at integrating with something like OpenFOAM for CFD, or to look into some of these packages for FEA. There are a lot of people who have spent a long time making these sorts of tools.

I'm not sure if this is the book /u/IC_Pandemonium was referring to, but it might be:

The Jet Engine by Rolls-Royce

I haven't had a chance to read it yet but I have heard it is very helpful.

Some other suggestions:

Gas Turbine Theory by Saravanamuttoo

Elements of Gas Turbine Propulsion by Jack Mattingly

Jet Propulsion: A Simple Guide to the Aerodynamic and Thermodynamic Design and Performance of Jet Engines by N.A. Cumpsty
(I think this may be the book /u/IC_Pandemonium was referring to actually. The previous book I have not had a chance to go through but I believe it is supposed to be written very accessibly as well.)

Compressor Aerodynamics by Cumpsty

The Design of High-Efficiency Turbomachinery and Gas Turbines by D.G. Wilson

Hopefully one or a few of these help!

Sutton is considered the standard in Rocket Prop. I also recommend Steve Turns's ("An Introduction to Combustion")[http://www.amazon.com/An-Introduction-Combustion-Concepts-Applications/dp/0073380199]. Both are considered "the basics" (gives a lot of info while keeping it pretty simple)

Understanding Space is really easy to understand. http://www.amazon.com/LSC-Understanding-Space-Introduction-Astronautics/dp/0077230302

Every engineer likes quadrocopters right? How can you not?

http://www.amazon.com/Cheerson-Cx-10-Quadcopter-Airplane-Orange/dp/B00KXZC762/

http://www.amazon.com/UDI-U818A-2-4GHz-Quadcopter-Camera/dp/B00D3IN11Q/

Skim over the Feynman Lectures on Phyisics. The first volume has is mostly relevant to what you are doing.