Statistical mechanics (MIT)
Part of the School of Physics
Study hints 
Traditionally statistical mechanics has been taught after thermodynamics, but there is another approach which starts with statistical mechanics and then builds on those rules to derive the thermodynamical equations. This method is often much easier for physics students to understand, because you see a lot of the physical principles involved rather than just memorizing equations.
Some key concepts that you will need to know are
- manipulating partial differential equations. Some exercises on formal manipulation are useful so that you understand the rules. In particular the chain rule for PDE's is very important in thermo.
Kittel and Kroemer's Thermal Physics is a very gentle introduction into the topic