If you already know analysis (well), the best probability book is "Probability & Measure" by Billingsley. A gentler introduction is the SUMS book "Measure, Probability, and Integral."
If you don't care about measure theory and just want to learn how to calculate the probability that a coin comes up heads in the first five attempts, the book by Larsen and Marx is pretty good.
If you don't care about measure theory and just want to learn how to calculate the probability that a coin comes up heads in the first five attempts, the book by Larsen and Marx is pretty good.