I would like learn how to reverse engineer malwares. I have a very small experience reverse engineering windows applications. I would like to know if there are good resources that is helpful in learning this.
Have a look at this answer. It includes beginner malware training videos.
Not familiar with malware myself, I do often see the following books recommended in answers:
Security professionals will find plenty of solutions in this book to the problems posed by viruses, Trojan horses, worms, spyware, rootkits, adware, and other invasive software. Written by well-known malware experts, this guide reveals solutions to numerous problems and includes a DVD of custom programs and tools that illustrate the concepts, enhancing your skills.
For those who want to stay ahead of the latest malware, Practical Malware Analysis will teach you the tools and techniques used by professional analysts. With this book as your guide, you'll be able to safely analyze, debug, and disassemble any malicious software that comes your way.
Keeping an eye on /r/Malware over at Reddit can also be a good idea. It's a place where allot of analysis reports are posted. Which you can look at as small tutorials.
Another source I remembered is: Dr. Fu's Malware analysis tutorials
It describes building and configuring a malware lab using virtual machines and then continues analyzing a real piece of malware.