Question: I am currently learning OLAP & MDX after many years of relational database development. 

Any tips on getting started in MDX? What are the best books and resources to learn MDX?

Answer: 
A classic, albeit a bit dated, book is [Fast Track to MDX](https://rads.stackoverflow.com/amzn/click/com/1846281741). It's a great overview and a quick read, though it doesn't cover the new MDX features of SQL Server 2005.

The Spofford book [MDX Solutions](https://rads.stackoverflow.com/amzn/click/com/0471748080) is more up date and a little deeper, but a bit harder to get through.

I also highly recommend the blogs of [Mosha Pasumansky](https://web.archive.org/web/20180325203953/http://sqlblog.com:80/blogs/mosha/default.aspx), [Chris Webb](https://blog.crossjoin.co.uk/), and [Darren Gosbell](https://web.archive.org/web/20210211164051/http://www.geekswithblogs.net/darrengosbell/Default.aspx).
I found the Spoffard book not very helpful. MDX is such an oddity compared to other languages you'll learn, it's so hard to grasp from a dry book. I really would recommend a training course, otherwise you will flounder for ages. A course will really jump-start you, and it provides access to an expert when you have questions which don't seem to have online answers.

The worst trap to fall into, is to continually compare it with SQL! It uses some of the same keywords, but they mean something totally different, which makes the mental jump annoyingly harder.

I think the most efficient way to learn either OLAP or MDX would be to find someone who knows it, and get them to show you around, begin with some small changes, or some very simple queries.