Does someone know about some good tutorials, that build up throughout the software? The Cakewalk university looks more like a chaotic group of reference videos for some specific features or promotion videos for some new features etc ... I find it fairly hard to get anything out of them, when you're compeltely new to cakewalk. They don't really feel like Tutorials to me.... with the exception of a few, but those aren't grouped in any sensible way.

The software has 9 (I think) tutorials that take you through recording audio, midi, etc.  You can find them in you cakewalk content folder and the manual.  I forget if there are actual project files with them or not.

One of the most comprehensive (9 hours total) was made for X2, and a great deal of the content is still applicable. This was originally sold by CW and is now free to access on YouTube. The title is SWA Complete SONAR X2, and the chapter listing can be found in this link on Steam (the video set is lacking the titles).

Groove3

While obvious, "SONAR Reference Guide.pdf" is installed with Sonar. It has more then 2000 pages. From there, you can learn everything you can do in Sonar. After reading that, you can watch any videos for topics you are interested in (recording, mixing, working with particular instruments, etc) and all of them will make sense.
 
So, I propose first understand what you have and then learn how to use it for particular purpose.
 
If you start with A to Z video like https://www.groove3.com/cakewalk-training-video-tutorials/SONAR-X3-Explained ,
while you can may be start working with Sonar faster, you get a mix of the program description with methods of one particular person. That is incomplete from possibilities point of view and it can be different from the way you prefer to work.

I just discovered this guy  https://www.youtube.com/channel/UCpBlXg5hDiIlzAeGMCQlzCA
 He has a ton of great vids using Sonar and he has a multi-part series (entitled video #1-#10 or so) that walks you through a complete mix from beginning to end.  It is awesome.
 
 

All very good and helpful advice here. Take time, and sit through as many as you can. It will help you immensely.
All the best.