Lending:
https://medium.com/dydxderivatives/getting-started-with-dydx-part-1-c655a6a48b32
Borrowing:
https://medium.com/dydxderivatives/getting-started-with-dydx-part-2-borrowing-d7d1236a572d
Margin Trading:
https://medium.com/dydxderivatives/getting-started-with-dydx-margin-trading-part-1-fe43789c2368
Video Tutorials:
Check out dYdX's Youtube channel for official and community-generated video guides.