Hi, i've just bought an arduino mega 2560, i'am an industrial engineer with bassic knowledge about electronic, computer and microcontrollers fundaments and how they works.
So if someone can recommend me some bibliography to read or to start in this great world i would be great.
Thanks
Welcome
https://learn.adafruit.com/category/learn-arduino
http://www.arduino.cc/en/Tutorial/HomePage
At the top of this page there is a banner with a drop-down menu marked "Learning". In there you will find "Getting Started" which is a good place to start. If you have questions there is an entry marked "Reference" which covers much of the basic Arduino functions. There is also an "Examples" item that walks you through the various examples included with the IDE.
The adafruit tuts to which Larry linked are all superb. I often link to specific ones in my responses here.
Could go with my book too. Don't let the title fool you.
CrossRoads:
Don't let the title fool you.
Stuff for teens can be too complicated for adults 
...R