Hi! I've read the first seven chapters of Callen's great book and I definitely recommend it. It focus the mathematical formalism and helps you relate the physical reality with the mathematical arsenal in a way that I never saw. However, I suggest you read other books to complement Callen's. These are my suggestions:
'Concepts in Thermal Physics' - Stephen and Katherine Blundell -- a great book, full of original exercises and great explanations.
'Thermodynamics' - Enrico Fermi -- a classic; a small but worthwhile book.
'Understanding Thermodynamics' - H.C.Van Ness -- a book that you must read before anything else; according to the author, it is a book that explains thermodynamics in a conceptual way without using advanced mathematics; a small book too.
'Classical Thermodynamics' - A.B.Pippard -- a good book to read when you already know about the matter; it has good examples.
Hope you find this useful.