I agree with the above posters. You need to download and install Splunk and start getting your hands dirty.
The classes at education.splunk.com are very helpful. Using Splunk can be basic depending on how much you have played with Splunk in the past, but Searching & Reporting, Creating Knowledge Objects, and Administering Splunk were excellent reviews of a lot of the core functionality. Additionally, the SnR and Knowledge Objects courses can be taken as an e-learning (online, virtual) course.
In addition, you can download the Exploring Splunk book for free.
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