I don't know of a comprehensive tutorial on grids but they can be a bit complicated. The best thing is probably to take them a step at a time. Get used to one that does the most good for you and then try using others as you get more familiar with the program.
In my experience I haven't found the grids to be very important. They can be quite useful at times certainly but hardly necessary.
I find it's best to get adept at the smart cursor, guidelines, special snap points and coordinate locks/constraints. Combined with numeric input to the tracker and coordinates palette you can do pretty much all the same things that grid provide and much more.
Of course on most of my projects there is also an explicit structural grid to which all else is referenced/aligned/dimensioned