I am very new to Umbraco. So far I know stylesheet,template and document type. I am also able to create pages and publish it. Now I am not getting how should I move ahead and what all I should learn. Are there any tutorials which I can follow.
Maybe you can find some help in some of the free videos at umbraco.tv. Videoes in the Foundation-sections for site builders and for developers can be watched for free, and so can the five videos in the getting started section.
Another good approach is to search around the Wiki where you'll find a lot of good documentation. Beside the ressources I have just mentioned, you can always ask any question here in the forum. Theres always a lot of helpfull people around, and remember that the Umbraco community is: "The friendliest CMS community on the planet" :)