Simple filesystem cube
Personally when i got started out with SSAS the best thing i found to do was run through the examples using Adventureworks. The tutorials are here: http://msdn.microsoft.com/en-us/library/ms170208(v=sql.110).aspx You may need to use the dropdown to select the version of sql server you intend to use.

The pre-reqs take you through getting sample data installed. They're actually very good tutorials to follow along with. I went through them when 2005 was the latest version so can't necessarily vouch for the more recent editions but i'm sure they're of equal quality.

Thanks,

Simon