I learned OCaml off this: http://www.cs.caltech.edu/courses/cs134/cs134b/book.pdf. There are a few other tutorials listed at http://caml.inria.fr/tutorials-eng.html.
Now you just have to put up with the translated-from-French error messages it gives you :)
"There is no shame in being self-taught, only in not trying to learn in the first place." -- Atrus, Myst: The Book of D'ni.
<code> <a> <b> <big> <blockquote> <br /> <dd> <dl> <dt> <em> <font> <h1> <h2> <h3> <h4> <h5> <h6> <hr /> <i> <li> <nbsp> <ol> <p> <small> <strike> <strong> <sub> <sup> <table> <td> <th> <tr> <tt> <u> <ul>