One of the key aspects of working with SSAS is understanding MDX and its basic concepts. In order to work with MDX comfortably, one should have familiarity with dimensional modeling and SQL Server Analysis services. There is content on SQL Server 2008 books online which gives insight into concepts which are essential for MDX. Concepts like Sets,tuples,members,levels etc... need to be understood before getting into MDX. There is a book which saw on the net which I find useful:
Microsoft SQL Server 2008 MDX Step by Step, by Bryan C. Smith and C. Ryan Clay, both of Hitachi Consulting, shipped to the printer in January and is available now (Microsoft Press, 2009; ISBN: 9780735626188; 400 pages). The prerequisites and the content are clearly defined, the book also comes with a companion CD. Using a book, books online one should practice as much as possible to get a handle on MDX.