For the people I have encountered the last few weeks and those I will recommend this post in the future, learning MDX can be fun and rewarding. Different learning styles however mean that different articles, texts and references will suit some people and not others. If one source doesn’t gel, try stay with it, otherwise, try a different source until it does. You will typically start using MDX by typing new queries in SQL Server Management Studio or the MDX Query Designer (within Reporting Services or the new SQL 2012 Analysis Services Multi-Dimensional). Mosha also has a good tool called MDX Studio for helping to construct correct MDX Statements http://www.mosha.com/msolap/mdxstudio.htm.
When visualising MDX results, think of an Excel pivot table with dimension data on the rows, dimension data across the columns at the top of the spreadsheet, and intersecting the rows and columns, the numbers or measures you are interested in.
The following links are for starters to MDX wondering where is the best place to start. Using the CD solutions in the books is a good way to back up the content with hands on experience. The function references that follow will come in handy as you delve deeper into leveraging the power of MDX with functions.
General MDX Starter Books :
Practical Business Intelligence (for 2005 but a good reference that describes a real world practical approach for getting the foundations in place for a good Analysis Services cube)
Well Explained Function References :
Please also keep in mind the ground is moving in the Microsoft Analytics space with the new Tabular Analysis Services Project and Powerpivot with DAX as alternative methods of building Analytical cubes.