Cody put up some tutorial videos a few versions back that are still handy - some of the minor details may have changed but the basic how to play the game stuff is still plenty valid.
http://www.ootpdevelopments.com/boar...w-players.html
In general, I found the best way to learn was to start a small league (8 or 16 teams) so you won't get overwhelmed. If you're good with your baseball history a good option to start is the "random debut" which means all the players in your league will be real baseball players from all periods of history.
Keep the manual handy!
Out of the Park Baseball Manual