The x2 vids were done by Karl
 
Here's another recent thread...
 
http://forum.cakewalk.com/Karl-Rose-Sonar-X3-Tutorials-Where-can-I-buy-this-on-Cakewalk-m3539518.aspx

Welcome to the forum! I owned a different products for 8 years before I ever came in here, so only a few months to pop in is a wiser choice.
 
Another endorsement for BENT's comments. Focus on the elements that are important to you first, and Karl's SWA Complete SONAR X2 (Brian Walton's post above) is a nice resource.
 
For what you mentioned in the OP, getting audio out, learning the GUI, and working with MIDI/Soft Synths may be a good focus. Piano Roll View (PRV) will probably become your default editing medium for MIDI, so the built-in Tutorials will also be an asset for you (doing tasks in a project you have not created from scratch). For MIDI, realize that a *.mid file is limited, so get into the habit of saving all projects as *.cwp's even if you "only want the MIDI." Down the road you will appreciate having all of the information you have worked on within SONAR. And since you are just starting, learn the habit of religiously naming tracks as you create them (for when you are searching files in years to come).
 
Many times you will run into a situation where you know exactly what you want to do, but not necessarily the names/functions of where to find them, etc. In those instances, do not waste undue time searching, but rather ask here. People here can save you a lot of searching by recommending a work flow or functions to focus on by name. Sometimes it is just that "specific name" that you are looking for so you can research more elsewhere.

I learned on Cakewalk Pro Audio back in the late 1990's (I was convinced this digital thing was a flash in the pan).
I mean Tape lasted 50 years. Digital was supposed to take over Tape ? ... Lets move on.
 
At first it can be very confusing, there are so many things to learn and all we really want to do is begin creating.
My advise is to grab a pen and paper and watch some of the basic videos on simple recording / playback. the things you want to achieve. Take a few notes (don't write a book). But jot down the important things to remember.
 
Sometimes by writing things down we remember more, its almost as if its burned in to our memory.
As someone said above, don't try and fill a shot glass with a gallon of milk. Don't try and learn to much to fast.
You tube has a wealth of free knowledge.
 
Welcome to the crazy world of making music.
 

Thanks guys.  I guess at this point learning what not to do is as important as learning what to do.  NO BINGE WATCHING. Got it.  Thanks again :)
 
Brad

Welcome BD.
 
Another resource is the Reference Manual in PDF format written for all flavors of Sonar, which includes Artist. 
 
It is over 2500 pages and was updated in December.  It is a wealth of info.  It should be located in your install folder.
 
Good luck. 

One of my early mistakes was using non-SONAR terms for things I was confused about. 
 
Also, I thinks it's best to open a thread about one specific issue. 

Make sure you spend time to put what you learn into practice so you start developing muscle memory for computer keyboard and mouse activity.
Start a project as soon as you can as it's the thing you want to do and it's where all your knowledge comes together. And above all enjoy what you do and realise that frustration is part of the process.

Whether it's a note or a lyric or a something to do with the computer or Sonar frustration can kill the joy until you realise it's part of the process. It gets your emotions and passions tiered up and that's a good place from which to get inspiration for your music. All the best