If it’s your first day with SQL Server and you need someone who can help you in installation and creation of your first database in SQL Server 2008, then following videos at youtube are uploaded for you.
Installation of SQL Server 2005 is bit different as compared to new versions. If you are interested in old version, like SQL Server 2005 then, click on following link to get proper help.
As 90% functions of SQL Server Management Studio are same in 2005 and later versions, following video (which is based on SQL Server 2005) will be helpful for users who are facing SQL Server Management Studio very first time.
Once you have installed SQL Server and successfully connected to your first database then, next thing you must learn is T-SQL Queries