It's a very good question without a simple answer. Trouble started well before the actual war, as eastern abolitionists attempted to flood Kansas with abolition-minded immigrants. Some Missourians (some of them slave holders) had already begun to move westward into that territory. Kansas would vote whether to become a free or a slave state when it came into the union as a state, so the free-state immigrants were moved into the territory for the express purpose of voting "free". Border Ruffians (as they were called) from Missouri crossed the border, intimidated voters in local elections, voted illegally, etc. Some of them killed Kansans in the process. This was all an attempt to sway the inevitable vote when the territory applied for statehood. Militant abolitionist groups began to raid into Missouri, stealing slaves and taking them back to Kansas where they were freed. By the time the war really started, fighting had been going on along the Missouri Kansas border for about five years.
Missouri was a bit of an oddity. It was a border state with a large part of its elected government in exile, with a largely appointed but unelected government ostensibly running civil affairs, with martial law in place throughout the state, and with a star in the flags of both the USA and the CSA. It was a legal slave state where most people did NOT own slaves.
The Missouri State Guard was a pro-southern force that enjoyed some huge successes in Missouri early in the war. However, they were soon driven from the state. After officially becoming part of the Confederate army, this force was deployed in areas south and south east of Missouri. Meanwhile various out of state union troops, local militias and home guard units were deployed to keep a lid on Missouri. Local boys who wanted to defend their homes and families from what they saw as an occupying force had two choices: Try to keep their heads down and remain neutral or go to the bush. Many did NOT want to fight in Arkansas, Tennessee, Mississippi, etc. Those who went to the bush became
guerrillas or bushwhackers (depending on your point of view). Many of those who tried to remain neutral or who had come home under parole were eventually driven south or to the bush by the Missouri Enrolled Militia act, which required their service.
While all of this was transpiring, paramilitary forces and militia cavalries from Kansas (Redlegs and Jayhawkers) stepped up their raids. It evolved more or less along these lines: If you're going to steal slaves from a farm, you might as well steal wagons and horses to transport them...and feed for the livestock...and food for the slaves...etc. Let's take it upon ourselves to punish some of these farmers, too. Let's burn out those who resist. Let's destroy crops in fields and drive off other livestock. It would be a shame to burn up all these household goods, let's load as much as we can in these wagons and we'll "liberate" that property in Kansas, too.
The Missouri guerrillas, rangers, bushwhackers, et al. fought back, raiding, ambushing and doing plenty of their own killing. Eventually, they did plenty of their own terrorizing, too.
There were fighters with high personal principles on both sides and there were scum bag opportunists on both sides.
Soon atrocities were committed by raiders on either side. Retribution occurred. People informed on their neighbors. Grudges were formed. Civilians were tortured by troops of either side for information about "the enemy". Women saw their husbands and sons murdered, saw them kidnapped and later found them shot or hanged. In at least one instance, a new widow was turned out of her house in deep snow and forced to torch her own house--then left to her own devices.
Civilian businesses were closed or destroyed because the owner expressed displeasure at the conduct of the occupying troops. Stores were plundered of their goods because the owners were accused of being secessionist. Wives and mothers were banished for attempting to send letters to their husbands and sons. Food and feed were confiscated by soldiers from all units passing through any given area.
Ken Burns said that no population anywhere suffered worse than the civilian population of Missouri. I tend to agree, although I'm sure the survivors of Lawrence might have argued with him.
It is difficult to find a completely objective book about the guerrilla war in Missouri. One not-so-objective (but very fascinating) book is "Quantrill and the Border Wars" by a Kansas historian named William Elsey Connelley. It was written early in the twentieth century and Connelley actually met and befriended many of the characters. He is jaded about Quantrill to the point of fabricating things he couldn't possibly know about, but he is remarkably fair minded in his dealings with many of the other Missourians. He is also remarkably fair minded in his condemnation of some of the Jayhawkers. It's fascinating to read of his conversations with J.O. Shelby and other characters of the day.
Another good source is simply called "The Gregg Manuscript". It was written by former guerrilla William Gregg at the request of Connelley, and is available free online. As Leftyhunter has inferred, T. J. Stiles's book on Jesse James is another interesting resource. In many cases, he is quoting or paraphrasing Connelley, who, in turn, is referencing Gregg, but he provides an interesting post war look into the minds of James and some of the other social outlaws.
Some of the other guerrillas wrote post war memoirs which give a glimpse into happenings during the war years.
Some of these sources are challenged for the accuracy of dates and so on, and you must remember that they were written from the guerrilla perspective. Nevertheless, they can be fascinating reading. Cole Younger's book is available free online. So is John McCorckle's. "Babe of the Company", by Hamp Watts, is very good.
"With Porter in North Missouri" is fascinating.
Here are a few useful links which should provide many evenings of reading:
http://digital.library.umsystem.edu/cgi/t/text/pageviewer-idx?c=civilwar;cc=civilwar;xc=1;sid=b7b3308c759f05ba8bf8659d9326ddff;q1=With Porter in North Missouri;rgn=full text;idno=civc000048;view=image;seq=1
https://archive.org/details/threeyearswithqu01mcco
https://openlibrary.org/books/OL23421097M/A_thrilling_record
http://penningtons.tripod.com/charleythehorse2665-2.html
http://www.gutenberg.org/ebooks/24585?msg=welcome_stranger
http://digital.shsmo.org/cdm/compoundobject/collection/amcw/id/15641
...and, from a civilian perspective:
http://mogenweb.org/cooper/Military/The_Secret_of_The_Key_and_Crowbar.pdf
http://digital.shsmo.org/cdm/compoundobject/collection/amcw/id/10829/rec/1
Hope this helps!