Accepting An Academic Gift From Supervisor
There is no issue at all in such an offer. Thank them and accept the offer. This is an entirely appropriate sort of thing to do. Especially from an advisor to their first student. 

Gifts in the other direction have ethical considerations, of course. Gifts to supervisors can be misinterpreted. 

But, as you suggest, it is a gesture of support for your studies and your future. 

I would only suggest otherwise if the relationship had some sort of creepy element generally or you thought the supervisor had other than academic interests. You give no suggestion of that, so dismiss the idea, though it may be relevant to others. 

Hmmm. I'm reminded by this that I've done the same, though it was a copy of my own book.