Strategies/Resources for implementing data lineage in an ETL process?
Lineage is sometimes implemented in the ETL tool, but the Microsoft stack doesn't really. Since you want to offer the insight to your end users it's probably not even a lot of help if your development environment offers it.

One way you could go about it, and something that I've used successfully in the past (even if it violates a few design principles) is to add a field to my fact tables indicating the source of the fact, which can then be exposed via drilldown or possibly even a fact dimension.

For example if you have a fact table which combines forecasts from erp as well as a CRM system you could have a column "factsource" or whatever which contains a concatenated field with sourcesystem|table|primarykey like this:

 sourceid        | customer    | amount
 ----------------------------------------------------
 CRM|forecast|41 | C001        | 1000
 ERP|quotation|6 | C002        | 5000


Then when a user uses the drilldown functionality in the cube client or some other mechanism to see the facts behind the transaction they could immediately see that the 5K comes from quotation number 6 in the ERP system.

Off course you would need to construct that value in your ETL system while loading the fact table.