Learning Autodesk products begins with solid education in specific programs. Your local community or technical college should have programs in computer aided drafting and design. This should include structured training in Autodesk products like AutoCad, Inventor and Revit.
Every Autodesk product has a "Help" menu which will be enormously useful for the student in getting around simple problems. Any time that you run into a problem the first thing you should do is call up the "Help" menu and search for whatever it is that you are trying to do. The program will then give you some background information about the function, as well as provide you with information on how to perform the function, and any sub-functions associated.
Autodesk publishes a book for each of its products designed to get you to pass the certification exam. However, these books are not just useful for the purpose of passing the exam. They are also excellent study guides for the programs in and of themselves. Get at least the test practice book for the program you are studying. Autodesk books are a little on the expensive side, but they are published by Autodesk themselves. If the style of writing isn't helpful for you, check out other books, of which dozens are published every year.
Professionals in the Autodesk are a community. Many love trading tips and helping out junior professionals and students. Autodesk.com has its own discussion forums. However, there are other forums such as CADTutor.net and CADForum.cz not run by Autodesk that are equally helpful. Post your questions and problems here, or search the forums for previously existing answers.
The Internet contains many tutorials for specific Autodesk functions. Search video sites like YouTube and Vimeo for the function you wish to perform, or just the name of the program you are looking for tutorials about. The tutorials provide details explanations of just about any Autodesk function you can think of.