The sheer volume of concepts is a real challenge if you are coming at it for the first time. And things keep changing all the time, just to add to the complexity.
For this reason, good summaries and lists are very useful. SEOmoz have put together a very good collection of resources called the Internet Marketing Handbook.
This link building article – referred to from the Handbook – is definitely worth looking at if you are wanting more links (and who doesn’t): Link Building Notes of a SEO Kindergartner.
Learning about online marketing is a good idea. But don’t get stuck in learning mode and neglect doing. Take the link building PDF linked to above. Take notes as you read it and take action on 3 link building tactics this week. Integrate your learning with your online marketing activity.
(Found this list thanks to Copyblogger and 10 Cool Links for Bloggers and Copywriters)