Oxygen comes with a good set of documentation and extensive screencasts. These were what I read/watched when I was new to Oxygen about 2 years ago.
There have been a few structured courses by the community members since then. They are listed below with the most recent ones at the top.
- The Learn Oxygen Builder Course by Corey Dodd.
- How To Create A Professional Website Without Coding by Dawid Tuminski.
- Ultimate Oxygen Course & ACF Course & WooCommerce Course by Jonathan Jernigan.