Some links to resources for learning Mercurial, sorted by length
Get started using Mercurial and understanding its basic concepts.
Quick Start from the wiki
Learn the basic Mercurial commands. A bit more verbose than the short quick start above.
Easily use Mercurial integrated into the Windows Explorer.
Learn using Mercurial step by step in workflows. This guide skips the conceptual explanations to focus only on the practical usage.
Hg Init: a Mercurial tutorial
In this user-friendly, six-part tutorial, Joel Spolsky teaches you the key concepts of Mercurial. Also includes a section explaining the differences between SVN and Mercurial.
Mercurial: The Definitive Guide ("hgbook")
The free book from Bryan O' Sullivan gives a detailed and easy to read introduction to Mercurial and the philosophy behind it.
A wiki-page with links. If you've written a guide yourself, maybe for your team or for friends of yours, please add it! (It might be useful to have such a page in the wiki!)