Micheal Ossmann, creator of the HackRF is starting an online video course on the topic of software defined radio (SDR). His course will cover GNU Radio and will help you to learn the fundamentals of digital signal processing. The first video has been released and in this video Micheal shows how to set up a broadcast FM receiver in GNU Radio.
To do the exercises in the course you will need a HackRF or other similar SDR radio. Most exercises involving reception only should be compatible with the RTL-SDR with some small modifications relating to things like the changing sample rate.