The pure Perl bindings for MySQL
This incredibly detailed wire protocol description
The wonderful Wireshark protocol analyser, which has been a staple of my life for almost a decade now

Always use EXPLAIN
The EXPLAIN statement can be used either as a way to obtain information about how MySQL executes a SELECT statement or as a synonym for DESCRIBE.
When you precede a SELECT statement with the keyword EXPLAIN, MySQL displays information from the optimizer about the query execution plan. That is, MySQL explains how it would process the SELECT, including information about how tables are joined and in which order. EXPLAIN EXTENDED can be used to provide additional information.