Introduction or Tutorial on Continuous EEG Collection Procedures and Initial Processing?
There are plenty of books and courses about EEG. I personally can recommend the book from Mike Cohen "Analyzing Neural Time Series Data". It´s well written, simple and condense introduction into EEG, electrophysiology, experimental design, data acquisition and, mostly, basic-to-advance analytical techniques. Book comes with the demo data and code for the analysis in Matlab.

Alternatively, you can go directly to the website of any big EEG community that developing an analytical toolbox (like EEGLab, Fieldtrip, or Brainstorm). Each of them provides sufficient amount of the introductory materials and step-by-step tutorials, including video lectures.