Tableau offers a series of online, on-demand training videos at the introductory and advanced levels. These videos use the datasets included with Tableau so that you can follow along. The training moves at a quick pace, so you may find it helpful to watch a few minutes, then pause the video and perform the same steps on your copy of Tableau.
If you don't have a Tableau license, you can download a free 14-day trial copy or purchase a license.