Your best bet is to start here at the Arduino Learning pages.
This is very important: DON'T GET STUCK ON THE "BLINK" SKETCH! That is the biggest mistake almost every book, website, video, and class for beginners makes. Using delay() to time things is easy, but it is like using the parking brake to drive your car. You'll never go very fast, and if you try to use it for too long, you'll find it very hard to learn the right way.
So move on, try the other examples, and especially study and get your brain wrapped around Blink Without Delay.http://arduino.cc/en/Tutorial/HomePage#