(expansion of list of references originally given in comments)
See the following Stack Exchange questions/answers:
Examples of Baire class 2 functions
See also this 4 May 2010 sci.math post and the links in it.
Construction of a function which is not the pointwise limit of a sequence of continuous functions
Baire class 1 and discontinuities
Is there a different name for strongly Darboux functions?
Is every Lebesgue measurable function on $\mathbb{R}$ the pointwise limit of continuous functions?
Examples of dense sets in the complex plane
Maximum Baire class of a Riemann integrable function
What are examples of real-valued functions of Baire class at least 3? (see also this paper)
For the first explicit constructions of a Baire $3$ function that isn’t Baire $2,$ and a Baire $4$ function that isn’t Baire $3,$ and even (for every finite positive integer $n)$ a Baire $n+1$ function that isn’t Baire $n,$ see this 14 May 2009 sci.math post, which I later incorporated (with more bibliographic detail) into my answer to Example of function of Baire 3 and Baire 4.
How could we use the continuum hypothesis if we are able prove its truth?
Mikhail Y. Suslin and Lebesgue's error — 2 sci.math posts, both made 29 July 2006: 1st post and 2nd post
For books that deal with Borel sets and Baire functions from a real analysis perspective (and thus are not heavily steeped with axiomatic set theoretic concerns), see my answer to Is there any good text introducing a part of Borel-hierarchy which is in need in measure theory.
Also of possible use are the following 4 Masters theses:
[1] Lester Randolph Ford, Pointwise Discontinuous Functions, Master of Arts Thesis (under Earle Raymond Hedrick), University
of Missouri (Columbia, Missouri), 1912, iii + 45 + 14 pages.
[2] Ralph Lee Bingham, Borel Sets and Baire Functions, Master of Arts Thesis (under William Mackie Myers), Montana State University (Bozeman, Montana), 1962, iii + 84 pages.
[3] Glen Alan Schlee, On the Development of Descriptive Set Theory, Master of Arts Thesis (under Richard Daniel Mauldin), University of North Texas (Denton, Texas), August 1988, iii + 66 pages.
[4] Frank Anthony Ballone, On Volterra Spaces, Masters Thesis (under Zbigniew Piotrowski), Youngstown State University (Ohio, USA), June 2010, vi + 76 pages.