Whenever I'm trying to learn a new sport I go visit wikipedia's entry on it. I think a lot of even casual fans of the game of baseball could learn a lot about it just from
WP's baseball entry.
As for tips for newcomers to OOTP I'd just say that you probably want to start simple and just try to enjoy the game at first. Try a quickstart or two then reference
the online manual when you need to.
EDIT:
This HowStuffWorks article looks like a great intro to baseball too.