The tutorial you saw was telling you how to exit nano editor. By typing Ctrl+X nano exits and if your file needs change you will be prompted to save the changes in which case to save you should press Y and then enter to save changes in the same file you open.
If you are not using any gui and you just want to leave the shell the command is Ctrl+D.
Regarding tutorial, The Linux Documentation Project would be a good place to start. If you like books I would recommend by far any book you want from O'Reilly. They have nice cd bookshelfs with good compilation for any linux sysadmin, and without much effort you can find many places where those html bookshelfs are available to read online.