Everything you need to know!

Short and sweet 
Zendesk Overview Demo
Support + Guide (intro to the help article feature)
Creating Macros (tutorial on how to create your first Macro)

Lagom – not too long, not too short 
Zendesk Introduction to Agent Workspace (all new agents should watch this one)
Zendesk Introduction to Guide (great when you start working on your help articles & macros)
Creating Macros (written guide on how to create Macros)

Dig into it 
On-Demand: Zendesk Support for Agents (Register an account for free and find ANYTHING and EVERYTHING you might need)

(Special thanks to Ella for compiling).