Articles on the Kimball University website or other related websites like Intelligent Enterprise for example are some of the best sources who wish to start or improvise their knowledge on dimensional modeling. This even applies to me. I believe it's a matter of experience, by which your skill improvises in this area, not by just reading a book or webcast.
In dimensional modeling, generally we work on at least some of the common entities which generally exist in any regular business application, for example : Materials, Customers, Employees, Payroll, HR etc.
There's a good article published recently which can server as a good tutorial on how to architect dimensional model for Employee by Kimball University on IntelligentEnterprise.com. I believe that this article presumes some level of data warehousing knowledge and understanding from the reader.
I suggest, if one wants to take the first step on dimensional modeling, then one should read this article. Thereafter, being an MS BI professional, I would implement the same using SQL Server 2008 and SSAS, populate the relational data warehouse and cube and attempt experimenting different permutations and combinations in the model to experience the various technicalities of dimensional modeling.