The team at Cosmos put together a series of different hands-on Tutorials which will help you understand the inner-workings of the Cosmos SDK and Tendermint Core.
Before touching any of the tutorials you might want to watch the 45 minutes introductory talk "How to Build a Blockchain App with Cosmos SDK" by Jack Zampolin. This will help you understand the big picture and flow of information in a Cosmos-powered Blockchain.
Based on personal experience I'd propose that the avid learner starts with the "Voter" tutorial followed by the "Scavenge" and "Nameservice" tutorials from the v0.39 section (yes, the older version). Once done you should solidify your understanding by working through the "Blog" tutorial from the v0.40 branch.
The "Code with Us" online series is an interactive workshop program designed to teach the Cosmos SDK via live coding sessions. While some of the videos will work through the official Cosmos SDK Tutorials you'll also learn how to write Smart Contracts in CosmWASM or setup your own Cosmos validator node.