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: 
Here is an [MDX gentle introduction](http://www.iccube.com/support/documentation/mdx_tutorial/gentle_introduction.html).
I prefer dragging and dropping fields around in MS Excel, and then using SQL Server profiler to capture trace against SSAS. This way, you get an awesome frontend for building queries, and then you can get the queries that Excel is using through the profiler.