Actually, the official MSDN page has a lot of links to tutorial-style walkthroughs and videos. If you understand normalization, foreign keys, and the concept of Join tables, then you should be ready to start learning EF.
I recommend using EF4. It's what I would consider the first really mature (production-ready) version. Skip the stuff on "Entity SQL" - it's hardly ever needed. Just use LINQ to Entities instead.
There's one ebook that I've found useful, Microsoft Entity Framework in Action. It's not actually published yet, but the publisher (Manning) has a cool option where you can purchase the book now and read it in ebook draft form. A warning, though: the grammar is pretty bad, to the point of being distracting (because Manning's editors haven't fixed it all up yet).
There are a few good blogs as well, though they usually contain more technical content than MSDN (!). The Entity Framework Design Blog describes the reasons behind the design decisions in EF. The ADO.NET Team Blog also has good content, though they also have content that doesn't deal with EF.