If you are comfortable with C, I would recommend you look at PICs mostly. The BAISC Stamp series, or the Arduino's are too get started with as well, but they m

If you are comfortable with C, I would recommend you look at PICs mostly. The BAISC Stamp series, or the Arduino's are too get started with as well, but they may be too simplistic and the core of the chip is too removed from direct access to really be "fun" if you want to explore true embedded systems (IMO). The PIC has many variants and has been popular for a long time. So, you can find lots of good references online for interfacing to Ethernet chipsets, GPS chips, gyros, etc. You would probably want to also pick up a "EE 101" type book. To do anything of purpose with an embedded system you generally end up interfacing to external hardware. So, the likes of pullup and pulldown resistors, transistors, op-amps, diodes, RC (resistor/capacitor) circuits and so on become regular components.