I don't think the suggestion for olympiad and putnam problems is very good. These are generally incredibly challenging and not a good place to begin learning how to prove things.
Although there are some good books on learning proofs, I don't think they are necessary. In fact, I suggest not reading them and just jumping into a proof-based math text (which one depends on your background). Take a shot at the problems and find someone to critique your work (perhaps here in the homework help section). Revise your proof based on the criticism(s) until you get it right. In my opinion, this is the best way to learn how to prove things. You'll get a general idea of proof methods from a book, but you won't really learn how to prove things until you try to do so yourself and then mess up. Moreover, you have to learn when a certain proof method should be applied... something that can't really be taught in a book.
I enjoyed Allendoerfer & Oakley's Principles of Mathematics. You will learn logic and set theory, about groups and fields, and review/expand upon many concepts you have seen previously (analytic geometry, calculus, etc.). I think this is a very good bridge to proof-based math that is much better than a "learn proofs" book.
I think the book "An Introduction to Inequalities" by Beckenbach and Bellman would be great for learning how to do proofs. You will have some familiarity with the material, but it will solidify (and extend) your understanding of inequalities. This will come in handy when you take real analysis. As well, the authors spell out the proofs and somewhat outline what it takes to prove something. I really like this book.
My other recommendation would be Apostol's or Spivak's Calculus. I think Apostol would be somewhat gentler if you are just learning proofs. The reading is more terse, but I feel the problems start out a bit easier and then gradually increase with difficulty.