This tutorial has provided an introduction to SEDE queries. We've mainly looked at parts of the Posts and Users tables, but as you can see from the schema viewer in the query composer, there's a lot more available. For documentation of most of the individual tables and columns in the database, see the schema documentation on Meta Stack Exchange.
For more information about special features of the SEDE query language, including graphing, see the SEDE help.
This tutorial uses the simplest kind of
statements. There are other types, explained
in these diagrams.
The Structured Query Language has many dialects. The SEDE query language uses the variant that comes with Microsoft SQL Server, called T-SQL. For learning about all the (advanced) features it offers visit the Transact-SQL Reference.
You can find some interesting queries in this list on one of our sites. For tons of interesting queries and starting points for your own work, see the queries written by other people. That link takes you to queries written against Meta.SE; go to the full list to choose your favorite site and see its queries.
Helpful hint: You probably don't want to practice on Stack Overflow; it has way more data than any other site and your query might time out. Pick your favorite medium-sized site to practice on.