At this moment there isnt much official documentation. The Magento team promises some documentation within the next quarter. Until then, the majority of the documentation can be found on the forums. First, I recommend reading the design guide. Then, study the UML Architecture diagrams. After that, the best you will find is in the forums. Here are some links that I have found useful.
Design Guide - http://www.magentocommerce.com/design_guide
Magento Architecture - http://www.magentocommerce.com/wiki/doc/magento-architecture
Create new page/custom module - http://www.magentocommerce.com/boards/viewthread/2191
Customize parts of Magento - http://www.magentocommerce.com/wiki/how-to/customize_part_of_configuration
Custom SQL query - http://www.magentocommerce.com/boards/viewthread/2235
Event Dispatch Requests - http://www.magentocommerce.com/boards/viewthread/3459/
of course these are just a few.