Hi Guillom,
Welcome to the world of Lie algebras! It's a fascinating and complex subject, but don't worry, I'll try my best to give you some resources to get started.
Firstly, for a general introduction to Lie algebras, I recommend the book "Lie Algebras in Particle Physics" by Howard Georgi. It covers the basics of Lie algebras and their applications in physics.
For a more specific focus on compact and non-compact Lie algebras, I suggest "Lie Groups, Lie Algebras, and Representations" by Brian Hall. This book provides a thorough treatment of both types of Lie algebras and their representations.
Another great resource is the book "Lie Algebras, Part I" by Jacobson. It covers a wide range of topics in Lie algebras, including both compact and non-compact cases.
If you prefer online resources, I recommend checking out the lectures by Professor Frederic Schuller on YouTube. He has a series of lectures on Lie algebras, including ones specifically on compact vs non-compact algebras.
I hope these recommendations help you get started in your study of compact and non-compact Lie algebras. Happy learning!