There is no "please" implied here, it is more of a command instead of a request.
Really? I thought that ~지 마세여 is the polite form implying please since we don't have another way to elevate politeness in English.
~지마 Would be the command/impolite/informal form. 아기의 책을 팔지마.
Also, shootout too my k-dramas for teaching me this. 가지마 (Don't go). 울지마 (Don't cry).
No, the 의 demonstrates possessiveness towards the baby. So its
-아가의 책을 - baby's book -- - 팔지 마세요 - do not sell ("팔지" verb stem "sell", 마세요 Verb ending "do not"