Terminal is primarily a windowed command-line interface to the shell. The fact that each window is an independent shell can be useful, but interacting with the shell itself is the primary interface.
One the most useful features of Terminal (as distinct from shell) is the ability to copy and paste commands into Terminal windows. This makes it simple to edit or revise command-lines in, say, TextEdit, then simply copy and paste into Terminal. This is far simpler than learning the shell's builtin control-key editing features (or learning the 'vi' or 'emacs' editors).
The shell itself is a command-processing language. It consists of builtins (commands the shell does itself) and whatever external commands are located in any directory in your PATH variable.
- To learn about the shell and its builtins (which includes things like shell variables, globbing patterns like * and [a-z]), study the shell. Different shells are different. The 'bash' shell has online references (bash man page) as well as builtin reference via the man command.
- To learn about the Posix-compatible commands that aren't built into the shell, study those.
- To learn about commands specific to OS X, study those. The online man-pages are here:
http://developer.apple.com/library/mac/documentation/Darwin/Reference/ManPages/
It's unclear to me which of those subject areas addresses what you want to learn.
Also see:
http://en.wikipedia.org/wiki/List_of_Unix_programs
http://en.wikipedia.org/wiki/Manual_page_(Unix)
http://en.wikipedia.org/wiki/Info_(Unix)
The first step is probably to look at the online man page for 'man' itself, so you can read man pages with it. From there, it depends on what you want to study: shell, Posix commands, OS X commands.
'bash' has a huge man page. You may find it daunting. Some online bash tutorials or GNU info references may be less daunting. The 'info' command is provided by Linux as its primary documentation system.
Since the non-builtin commands will vary between GNU/Linux and OS X, if you find a bash tutorial that assumes Linux, you will encounter difficulties. This is why it's important to distinguish Posix from non-Posix, and OS X from others. Posix commands are cross-platform. OS X is Posix compliant, with additions. Linux is mostly Posix-compliant, but not completely.
http://en.wikipedia.org/wiki/POSIX
Finally, if you post examples of some of the dead-end sites, along with what you were looking for, we might be able to post more specific suggestions. As given, no one knows what you tried or why it wasn't helpful in achieving your goals.