Before I get started, you might want to look at
the naming policy page - the sheriffs and bartenders 'round here are going to start asking you soon to change your name to fit the policy. Thanks!
There is no Head First book for this, no, to answer your original question. Personally, I got up to speed using the book "Beginning J2ME: From Novice to Professional, Third Edition", and that was more than sufficient for anything I've had to tackle in the J2ME space. But, all things being equal, the thing that helped me prep most for the SCMAD exam was sitting down and actually writing code, and seeing how it works in both a real environment and the more idealized emulator.
Hope that helps!