The tutorials available on the web vary a lot in their emphasis. The most comprehensive is by Robert Harper which is now in book form, cited above.
The tutorial by Peter Lee[LeeTut] is a set of notes aimed at beginning students using the SML/NJ for the first time.
Mads Tofte has several sets of notes which emphasise using the module system of SML. You will need to follow the links from the SML/NJ home page to get these tutorials.
Andrew Cumming has a set of lessons entitled A Gentle Introduction to ML[Cumming]. These are very introductory.