I'm assuming you've seen this, but the absolute best place to go is the mysql manual. You can find it at:
http://www.mysql.com/doc/en/index.html. It lets you search online for things, just like any search engine, and you can also download the manual as a .pdf and search for text that way. It starts from the top -- ex: what is mysql -- and leads you through installation, basic setup, etc... Also, in the downloads section of the page there are lots of useful tools like mysqlcontrolcenter that let you administer your DB, and they're all free.