Here's a link to a review, by The Economist, of a book about prediction, some of the common ways in which people make mistakes and some of the methods by which they could improve:
Looking ahead : How to look ahead—and get it right
One paragraph from that review:
A guiding light for Mr Silver is Thomas Bayes, an 18th-century English churchman and pioneer of probability theory. Uncertainty and subjectivity are inevitable, says Mr Silver. People should not get hung up on this, and instead think about the future the way gamblers do: “as speckles of probability”. In one surprising chapter, poker, a game from which Mr Silver once earned a living, emerges as a powerful teacher of the virtues of humility and patience.
I've read and enjoyed a few chapters. One interesting theme is about why we have success predicting some things but not others. E.g., our ability to predict weather has actually improved in the past few decades, but there's been practically no progress for earthquakes.
There's relatively little about political prediction. I read his blog and enjoy that too, but I liked the broader perspective here.