The Delphi Help files provide an excellent introduction to the Delphi environment and relevant techniques. Start by running Help (F1) and choose the Contents tab. Some information is provided here but the Help files are more comprehensive. Start at the beginning of the Contents with 'What's New' (even though you may not have used Delphi before!) and work through the description of the IDE and its features. A lot of this stuff may mean nothing at all to you so don't spend too much time trying to figure out what it means, but do remember that it's there if and when you need it.
Next in the list of useful items in the Contents area is the Tutorial/Text Editor Tutorial. This takes you through a Delphi project based around a text editor and provides a concise introduction to many of Delphi's features - well worth following from start to finish.
The next major section in the Contents area of Help is 'Programming with Delphi', which is obviously going to be a very useful starting point and future reference. There is a lengthy section on 'Using the Component Libraries', which covers most of the components you are likely to want to use and also much of the theoretical background behind them.
Help on individual components or keywords in programming can be found by selecting the respective items and pressing the F1 key, for example, highlighting a data type such as 'Longint' will open up the Integer Types page of the help system. Another way to use Help is to type the term you want to look up into the Index part of the Help display. Remember that the convention in Delphi is to begin component names with a letter 'T', thus TButton, TLabel, TStringGrid, etc.
The documentation of the objects and components is complex, reflecting the complexity of the items themselves and the user must commit themselves to a steep learning curve if they are to get the most out of the text and master the content. Modern object-oriented programming environments are huge and learning everything in them is a major task. Object orientation has made management of such systems easier and using a product like Delphi puts you way up in the programming field - use the Help files and you will go further still.
To investigate further, enter any component name such as 'TButton' into the Help index and click on 'Hierarchy' in the top row of words. This opens a small panel showing the position of the component in Delphi's class hierarchy. The number of items in this panel depends on the position of the component in Delphi's object hierarchy, for example TStringGrid is 10 steps from TObject while TButton is just 7 steps away.