Preferred languages: C/C++, Java, and Ruby.
I am looking for some helpful books/tutorials on how to write your own compiler simply for educational purposes. I am most familiar with C/C++, Java, and Ruby, so I prefer resources that involve one of those three, but any good resource is acceptable.
I concur with the Dragon Book reference; IMO, it is the definitive guide to compiler construction. Get ready for some hardcore theory, though.
If you want a book that is lighter on theory, Game Scripting Mastery might be a better book for you. If you are a total newbie at compiler theory, it provides a gentler introduction. It doesn't cover more practical parsing methods (opting for non-predictive recursive descent without discussing LL or LR parsing), and as I recall, it doesn't even discuss any sort of optimization theory. Plus, instead of compiling to machine code, it compiles to a bytecode that is supposed to run on a VM that you also write.
It's still a decent read, particularly if you can pick it up for cheap on Amazon. If you only want an easy introduction into compilers, Game Scripting Mastery is not a bad way to go. If you want to go hardcore up front, then you should settle for nothing less than the Dragon Book.
You might want to look into Lex/Yacc (or Flex/Bison, whatever you want to call them). Flex is a lexical analyzer, which will parse and identify the semantic components ("tokens") of your language, and Bison will be used to define what happens when each token is parsed. This could be, but is definitely not limited to, printing out C code, for a compiler that would compile to C, or dynamically running the instructions.
This FAQ should help you, and this tutorial looks quite useful.