A recent conversation (okay, a conversation over a month ago, it has been a busy spring) with an InfoPathDev user reminded me of these wonderful tutorials on MSDN. Please, please don't be afraid of MSDN. I know there is scary object model blah blah this and method and properties blah blah that hanging about, but really, you can do these and learn a lot. Even though they were written for 2003 many of the basics apply to 2007.
I especially recommend:
Lab 2: Create Forms and Layout (Level 200)
Lab 3: Form Deployment (Level 200)
Lab 4: Work with Controls (Levels 200 and 300)
Lab 5: Business Logic (Levels 200 and 400) and
Lab 8: Working with Data Sources (Levels 300 and 400)
If you are new to InfoPath, taking the time to work through some of these labs can make all the difference in figuring out the basics. Go, learn, have fun!