Best resource is: http://www.youtube.com/watch?v=IibCs23EuiE&feature=related. Then click the suggestions in YouTube for other videos.
Here we briefly illustrate how to insert Google Analytics code and link your Analytics account to your Adwords account.
Video We show you how to link your AdWords Account to your Google Analytics account.
The Google Analytics for WordPress plugin has a nice video tutorial as well. (see http://yoast.com/wordpress/google-analytics/). Try this out if you are not able to manually paste the code.
Click here to see tutorial of above that I have created.
See the Google Analytics Tutorial here.
GOALS & Tracking them in Google Analytics
As a bonus you may want to set goals for your website. Example: link to a PDF download or PICTURE download and set that as a goal. Of course in ecommerce analytics we would be tracking if someone purchased a product.