I'm looking for pointers to a tutorials for SSAS 2008 which also covers learning MDX queries ?
I would recommend starting with the books online tutorials for Analysis Services and the books online tutorials for MDX. You can't get much better help for free.
The Microsoft SQL Server 2008 MDX Step by Step is the best book I've read regarding learning MDX queries when you are just starting out. It was about as good as SQL Queries for Mere Mortals but for MDX.
The Microsoft SQL Server 2008 Step by Step is the best book I've read regarding learning how to build a cube from scratch. I went through building my first cube with the samples and then built a cube on my real company data following the same steps. This book won't help teach you MDX, though.
I also found the Microsoft Data Warehouse Toolkit useful from a conceptual level, but I didn't find it to be very useful from a practical level. The Applied Microsoft Analysis Services 2005 and Microsoft Business Intelligence Platform book was very useful for digging into the nuts and bolts at a level that exceeded the Step by Step books and it has a very good series of chapters on MDX programming that helped me move beyond the MDX Step by Step book.
Googling MDX tutorial will give you some basic queries, but I found I couldn't go beyond the basics without hitting the books. Good luck!
I have previously offered my own careful explanation of how OLAP works and how to learn MDX, and they have been welcomed. http://sites.google.com/site/merlinmags/
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