In addition [probably best after] the tutorial you will find the Splunk Book and its accompanying exercises [and yes, sample data] very useful. It's a free download from http://www.splunk.com/goto/book
Well I am learning it for the first time that too all by myself. I was playing with the tool the whole day, but made very little progress. So ultimately though to seek help from the forum itself.
And thanks for welcoming me to the forum.