I've been learning how to use HD Pro for several months, and in addition to the Home Designer training videos, knowledge base articles, help file, and reference manual (of course HomeTalk), I've found a lot of the training material for Chief Architect Premier to be very useful, if not invaluable.
There is considerable overlap between CA Premier and HD Pro. Many of the training resources for CA Premier go into greater depth on topics and tools that both programs have. You'll quickly figure out which capabilities are CA-only.
I also read and search ChiefTalk, the HomeTalk equivalent for CA users. Very illuminating.
This is a powerful and complex program. Take any help you can get when learning it.