Best way to learn (as with most things) is by doing. As mentioned, TDD by Example (Kent Beck) is a good start. Pairing or coding in a group ("mob programming" or "ensembling" as it's called) is even better than doing it on your own.
You can also watch me build a complete small game from scratch using TDD here: https://www.youtube.com/watch?v=LjYKzodYuoE&list=PLBHctPrH7Z...