This wiki is a step-by-step example explaining how the controller, model and the view's CGridView work together. It explains simple things - as well as more complex things that you will anyway quickly have to know. So, even if you don't use dynamic gridviews, take a morning off and thoroughly work through this tutorial. It should save you lots of struggling.
Authentication and Authorization is a good tutorial. Among other topics, it describes basic aspects of Yii's RBAC implementation. But however hard I read the tutorial, I couldn't understand how exactly the hierarchy works. I found how to define authorization hierarchy, how business rules are evaluated, how to configure authManager, but almost nothing about how I should build my hierarchy, in what sequence its nodes are checked, when the checking process stops and what would be the checking result.