I am not playing a bad game, but my endgame is not so good. How can I improve my endgame? Please suggest me some good books for that.
Yasser Seirawan's Winning Chess Endings - Very good book, especially for beginners. Written by one of the best instructional authors out there. This book is written for beginner-intermediate level so it is very easy to understand, but has many lessons that can carry through to advanced levels.
Dvoretsky's Endgame Manual - Very indepth guide. Has just about anything that most players would need until professional level, and even there it has strong value. Can be fairly complicated at times, and assumes at least intermediate level skill from the reader. It can be a good reference manual however, as each topic is clearly outlined. Just be warned that there are many complicated situations that almost never arise in anyone's game, so you should focus your study on more important endgame techniques before conquering specific situations.
Silman's Complete Endgame Course - More like a guide than Dvoretsky's Endgame manual, allowing beginners to pick up the book, and progress through until master level endgame technique (as suggested by the front cover). This is the one I most recommend as it is much simpler for most players with less clutter.
Of course, there are loads more out there! Chess.com has asked this question before, and produced fairly consistent answers from players on the website. In the end, it will largely come down to your skill level, dedication to study and personal preference.
If your playing strength is at amateur level (say, 1400-1800 FICS rating) I'd recommend to start with this small brochure: Yuri Averbakh -- Chess Endings: Essential Knowledge
If you want to learn more than just endgame theory, but also some strategy, then I can recommend the book Endgame Strategy by Mikhail Shereshevsky. I learned a lot from this book.
Here is a nice review: "Endgame Strategy" by Mikhail Shereshevsky
100 endgames you must know by GM De la Villa is a good book to study endgames.
Jesus de la Villa debunks the myth that endgame theory is complex and he teaches you to steer the game into a position you are familiar with. This book contains only those endgames that: show up most frequently are easy to learn contain ideas that are useful in more difficult positions.
You might want to check (pun intended) the internet first:
Queen + King vs. King:
Rook + King vs. King:
Two bishops + King vs. King
Bishop + Knight vs. King
King + Pawn vs. King
King + Rook + Pawn vs. King + Rook
In general, you may want to look at this page on Wikipedia.