I think that some of the best ways to learn it is to go through the example applications that are installed with Cold Fusion.
If you haven't done so already, I would highly recommend downloading the CF Evaluation and install it on your PC. You need a web server as well. Use Personal Web Server if you are on Win95/98 or IIS if you have NT/2000. XP Home edition does not have PWS or IIS available, so the other route is Apache. (
-- version 2 does not work with CF, or so I've heard)
Anyway, once you get all that installed, you can now do anything you want to try things out.
Open the Cold Fusion administrator and under documentation are Example Applications. This will get you started. There is also some good documentation on Developing applications.
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