I have just purchased a Roland RD600. I would like to know what magazines,books, or other materials one would advise me to get to learn about MIDI and what I can do with this instrument. What would be good software? Cakewalk? I do have a computer. Thanks for any help? I'm a novice as you can tell.

There's a lot of books on the market regarding MIDI.
One basic suggestion is an old book issued by Keyboard Magazine which gives the basic concepts of MIDI and includes the MIDI standard. The title is something close to "Synthezizers and Computers"
What you could do or not with your RD600 is referred in the MIDI implementation chart table listed in the RD600's users manual.
The referred book explains the use of the informations on the table.
It's not quite simple for a beginner, but as time goes by you will notice that is possible to get it.
To use your PC with low budget, you may connect it to the RD600 by a Sound Blaster Card (any model) and a MIDI cable exclusive to that card (it does NOT match the MIDI standard, so a regular MIDI cable will not serve)

Forgot to mention: Cakewalk is a very good software.
But as I think the RD600 is NOT a General MIDI instrument you will have some problems to listen large sequences made by others.
The General MIDI (GM) or General Standard (GS - as Roland defined their instruments)is an append to the MIDI standard and among others minor points, defines the timbres for each program change command and drum channel at number 10.
This helps to match the piano track of the person who recorded with the piano track of the person who is listening, so the violin, drums, bass, brass, etc...
If your synth is not GM you may ear a piano in a track of drums and it will make no sense for the music.