Preface: I think most people don't learn LaTeX "properly"; they're happy enough to be able to get their documents to look about right with a relatively small amount of effort. There is nothing wrong with that. Being a good mathematician and being a LaTeX wizard have little to do with each other. That said, I really like obsessing over typesetting.

As far as books, I would recommend is you read The TeXbook. You shouldn't be using raw TeX unless you have a good reason to do so, so you might think this book is useless to a LaTeX user, but remember that LaTeX runs on TeX. I find it extremely helpful to understand how the underlying TeX engine works. Also, Knuth is extremely pleasant and stimulating reading (for a mathematician at least). For LaTeX proper, I think The LaTeX Companion is a pretty standard reference; it's nice to read sections on things you're interested in, but I certainly wouldn't recommend reading it like a novel

More important than reading any book, you should become interested in what happens to your documents. You probably already deal with LaTeX errors to get your documents to compile, but you should also investigate LaTeX warnings. A large chunk of my LaTeX knowledge has been acquired while tracking down and eliminating warnings. The nice thing here is that you often get some insight into why something should be done a particular way. For example, if you hack something together to get the job done, you'll often get a warning from the compiler, and in tracking down that warning, you'll likely learn the right way to do it and what was wrong with your hack. For this part of your LaTeX education, this TeX FAQ is very helpful. In particular, I highly recommend learning about the \show command, which allows you to deconstruct macros and understand how they work.