Alex Remington of Big League Stew has been putting together a series of excellent posts about various advanced statistics, most of which are cited around here. Check them out:
Additionally, Steve Sommer and Erik Manning of the saber-friendly Cardinals blog Play A Hard Nine are maintaining a Saber 101 & Saber 102 primer, linked here. It's a great resource, no matter your level of familiarity with sabermetrics. Give all of these links a read and don't hesitate to ask questions in this or any thread.