I would recommend the following reference material for working with MDX for Essbase
If you have block storage experience then the following PDF is very helpful. You can find a copy at http://www.oracle.com/technology/products/bi/epm/pdf/4395_Calc_to_MDX_WP.pdf
This content can also be found in the technical reference under the MDX node; there is a section called Aggregate Storage Topics.
Beyond the material provided by Hyperion, there are two books I recommend:
Fast Track to MDX – Whitehorn, Zare, and Pasumansky.
Fast Track is not Essbase specific, it is MS Analysis Services focused, but it provides a good introduction to the basics of MDX that I found very useful. Moshe Pasumansky created the MDX language, so it stands to reason if you are serious about learning MDX you should read at least one book that he has authored or co-authored.
MDX Solutions with Microsoft SQL Server Analysis Services 2005 and Hyperion Essbase, Second Edition – Spofford, Harinath, Webb, Huang, Civardi
Make sure you get the second edition of this book; the second edition is the one that focuses some chapters on Essbase. Again, the content is more on Analysis Services, but at least there are a couple of chapters dedicated to Essbase.
Beyond those resources, practice and experimentation, and leverage the user forums.