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).
Besides the books and resources mentioned by others, the easiest way to kick-start your MDX learning is to get a copy of ProClarity. Unfortunately getting your hands on ProClarity is nowhere near as easy as it used to be. Microsoft bought the company in 2006, and it is now licensed through PerformancePoint, I believe. Oh yeah, and they quit development on the product.

Having said all that, if you are able to get a copy, you can build queries by dragging and dropping dimensions and measures onto your rows and columns. The results of the query are then displayed in either a grid, a chart, or both.

How does this help you learn MDX? ProClarity lets you see the MDX for each query. It isn't always the most elegant MDX, but it will help you quickly learn how to write lots of different queries.