Valeri Beim, in Paul Morphy, A Modern Perspective, wrote:
"The young Morphy not only had his phenomenal memory, but also he loved to learn and was an expert student. He was fluent in English, French, German, and somewhat in Spanish, which he mastered at school."
Of course, we know Morphy's father was Spanish and Paul spoke it fluently. We also know that Morphy did not, in fact, know German.
Ernst Falkbeer, a relatively close acquaintance of Paul Morphy, wrote in the June, 1881 issue of Bretano's Monthly:
"...that memory is the main factor of success in playing blind games. And, of Morphy's gigantic memory, I had the indubitable proof from my own observation at the time he was playing his celebrated match with Löwenthal. Both opponents had agreed to regard the games as their intellectual private property, not to be published.
I was at the time editing the Chess Column of the London Sunday Times, and anxious to reproduce them there. In order to obtain the requisite information, I had to apply to one of the contesting parties. I first went to Morphy, who received me most cordially, and declared his entire willingness to dictate to me the last partie, played the day before. I begged him to repeat the game on the board, as I would, in this manner, be better able to follow the progress of the contest. Morphy consented, and, at the 10th move of black (Löwenthal), I asked him to stop a moment, since it seemed to me that at this particular point, a better move might have been made. "Oh, you probably mean the move which you yourself made in one of your contests with Drufresne?" answered Morphy in his simple, artless way of speaking. I was startled. The partie mentioned had been played in Berlin in 1851, seven years before, and I had totally forgotten all its details. On observing this, Morphy called for a second board, and began, without the least hesitation, to repeat that game from the first to the last move without making a single mistake. I was speechless from surprise. Here was a man, whose attention was consistantly distracted by countless demands on his memory, and yet he had perfectly retained for seven years all the details of a game insignificant in itself, and, moreover, printed in a language and and description unknown to him. (The game was published in the Berliner Schachzeitung of 1851!)"
Further in Beim cites Kasparov's On My Great Predecessors: Part I -
"Morphy utilized the chess literature of the day and 'read Philidor's L'analyse, the Parisian magazine La Regence, Staunton's Chess Player's Chronicle and possibly Anderssen's Schachzeitung (at least he knew all of Anderssen's published games). He studied Bilguer's 44-page Handbuch - which consisted partly of opening analyses in tabular form, and also Staunton's Chess Player's Handbook.'"
What we do know about Morphy and books is less specific, making the above partly speculative at best.
What do we know for sure?
In his book, The Exploits and Triumphs in Europe of Paul Morphy, Frederick Milne Edge wrote, concerning Morphy and chess literature:
"In answer to a gentleman in Paris as to whether he [Morphy] had not studied many works on chess, I heard him state that no author had been of much value to him, and that he was astonished at finding various positions and solutions given as novel - certain moves producing certain results. etc. for he had made the same deductions himself, as necessary consequences."
Charles Maurian -andwho would know better?- stated that (at least until the American Chess Congress of 1857) Paul only ever possessed five chess books:
Chess Studies by Horwitz and Kling
La Regénce collection of Lionel Kieseritzky
The Chess Tournament by Howard Staunton
Chess Player's Handbook and Companion by Howard Staunton (owned by Maurian)
Treatise on the Game of Chess by William Lewis (owned by Maurian)