I don't know of any books or websites or anything to help in doing that. Know what I did? I grabbed Muley up and just went with it.
You know how you talk to people that you don't really know in conversation? Well, with a puppet, you can be a little more outgoing and animated with your voice and hold the same conversations with people.
With kids, just put the puppet mostly in front of your face when you're talking to them, but so that you can see their expressions and hear their voices. You pretend to be a kid and have "kiddie" conversations. Talk about cartoons, drawing, playing, toys...the things kids like to talk about. With adults, you talk about the weather, driving, clothes...
NEVER discuss politics, religion, or any of that stuff...unless that's the event you're at of course.
As time goes on, you can learn what to say, when to say it, the timing and quick-thinking jokes will come to you quicker--if you think of something later, keep pen and paper on hand and write it down for use later (for that, but being a cartoonist I keep it for all ideas).
You see that most of the time I'm not really doing a 'show,' but the walking around talking and carrying-on with people IS the 'show.' It's entertaining (to most).
One thing you HAVE to be ready for. There are some VERY sour people in this world, and you CANNOT let those people get you down. Just walk away and go play with other folks. Adults who do this have no sense of fun at all about them. At some events, Muley looks at them and says, "Hey, even your hallucinations have feelin's too, pal!" Then I let him back away from them kind of floating around.
Sometimes, even the kids can be soured--but, they're going through a LOT. Just tell 'em, "I love ya, and we'll talk soon sometime," and go on. That way, they know they won't be bothered for now, that you aren't mad at them for being sick, and will be able to talk to them when they're ready for you.
Anyways, you just have to be happy with a positive attitude, talk to folks--kids and/or adults--and go with the flow. Let them lead your conversations, but you break the ice.
Does this help any? I'm on cold meds right now, so I might not be the best help. If you have direct questions, we can all help ya' out. Buck and many others are smart, too, and know better answers than me.