The documentation is one of messiahs major issues according to me, it seems that there’s no PDF version of such, but you can print out the docs just the same.
I did myself but I reccomend you to go through them before, just to see if there are parts you may want to skip, like the tutorial section that you might just as well keep digital since you need your computer to go through them anyway.
As far as the shader question I believe zoogono is the only site, but I really would suggest to download the AON documentation to understand the messiah shader workflow, even if you don’t buy the shaders.
http://www.screendream.de/AoN_Download.htm
Then there’s always Simbiont a free system of shaders that you can tryout.
http://forums.cgsociety.org/showthread.php?t=312577&highlight=simbiont
http://forums.cgsociety.org/showthread.php?t=315047&highlight=simbiont
Hope I was helpful,
Rago.