As mentioned above, reading through the "Definitive Guide to Yii" is the best place to start as it covers all of Yii's main (and numerous) features. The "Blog Tutorial" is helpful too.
Yii also has a nice set of easily searchable and cross-referenced Class Reference (API) Docs here:
http://www.yiiframework.com/doc/api/
The Yii forum is very active too, with the developer himself (qiang) answering lots of questions. Yii is very actively developed so when you report bugs in Google Code you often get fast responses there as well.
Finally, included in the Yii source when you check it out of SVN is a "demos" folder which has a working Blog demo, a Hello World, and a few other demo apps.
