To learn about how Sesame Street came about, check out the book Sesame Street Unpaved and the A&E Biography on Sesame Street (the book is readily available from bookstores and I believe there is a link through the Muppet Central store and the video may be purchased at www.biography.com ). Another good book to check out is The Works which is about Jim Henson's work and is also available through the Muppet Central store
There are a number of biographys on Jim Henson, most of them written for children. Search amazon.com or go to a library. Some of the books are old and might have to be ordered through inter-library loan so it might take a couple weeks to get them from a library.
You can get a little information by going to www.Henson.com and selecting 'history' under the company heading.