They're usually books and scrolls that have a blue glow to them. When you read them they will disappear and you'll see a "Lore Book Discovered" message come across your screen.

They're also listed in the lore library portion of your journal. To get to it, hit J, and then go to the lore tab.

The blue glowy ones will give you experience for the mage guild story line. The Undaunted gets experience through running dungeons, Fighter's guild through killing undead/daedra, and doing anchors. If you mouse-over the experience bars for each, you'll see what gains them experience.

Lorebooks are for Mage guild exp. It doesn't matter which lorebooks, so long as they're the blue glowy ones.