Lonely Planet Brazil — the standard practical guide covers Bonito and the Pantanal in detail, with up-to-date agency recommendations, logistics, and context on the visitor management system. Worth reading before you arrive to understand how the booking process works.
Pantanal: South America's Wetland Jewel by Wayne Harris and Rob Hutchinson — a thorough introduction to the Pantanal ecosystem adjacent to Bonito: its wildlife (jaguars, giant otters, hyacinth macaws, caimans), hydrology, and the conservation challenges it faces. Good background for anyone combining Bonito with a Pantanal visit.
Alex Bellos — Futebol: The Brazilian Way of Life — not about Mato Grosso do Sul specifically, but an affectionate and perceptive account of what football means to Brazilians and what that reveals about the country. Excellent travel reading for the long drives between Campo Grande and Bonito.
Clarice Lispector — The Passion According to G.H. — one of Brazil's greatest novelists, born in Ukraine but raised in Brazil. Not set in the Pantanal, but her writing has a quality of intense observation that resonates with the kind of close attention to the natural world that Bonito encourages.