I have finally finished reading Pro ASP.NET MVC 2 Framework Chapter 3: Pre-requisites but still a little confused about lambda expressions.
Where could I watch a video on it or read a guide about Lambda expressions with diagrams and pictures to help me better visualize it?
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TekPub always does a great job with their instructional videos. If videos are your thing, I strongly encourage you to subscribe to their service so you can view all the videos they offer. BUT the one you are looking for is actually provided FREE. They did a 5-part series on programming concepts and there's an entire episode devoted to Lambdas.. check it out:
Some Video's:
What is LINQ? Can you explain it with suitable example?
How Do I: Get Started with LINQ
Over an above the videos some other great resources that explains Lambda Expressions, that I would recommend are the MSDN documentation and the Hooked on Linq website. The is also the best book I ever read on linq called LINQ to Objects Using C# 4.0 which is authored by the man who started the Hooked on Linq website.