Welcome to the forum Angie. No, you're not sick at all. The serial killer is a subject the human race has always shown quite a lot of interest for. You're definitely not alone in this. Why do you think films like Se7en, Silence of the Lambs, or The Texas Chainsaw Massacre were such succesful works? Why there's been written so many books about Jack the Ripper, Ed Gein, or Richard Ramirez? It's in our blood.
That said, you should absolutely check out Truman Capote's In Cold Blood. Unforgettable. Classic. Let me know what you thought of it.