It would be much easier to understand X++ if you already know another programming language. If not, then it would be better to first learn the basics of object oriented programming in general. What can also help is getting your hands on “Inside Microsoft Dynamics AX”, a book by Microsoft, so that you can increase your knowledge, learn beyond just X++ and understand Dynamics in detail.
Microsoft offers a X++ Language Programming Guide, which you can further go through to learn the language. Microsoft also offers System and Application classes to help you better understand system programming and the management of different business processes. If you want to perfect what you learn, then you can also go through and run a few sample codes available on the Internet to get a better grip on the language.