One of the frequent requests on the NCI (New Citizens Incorporated) group channel is for tutorials on animation.
Here are the websites I used when I learned to animate, collected into one neat post for your convenience.
A thread on animation editors for SL
Jacek Antonelli's Blender tutorial, link to Blender, and animation exporter from Blender into the .bvh format used by Second Life.
The Second Life animation forum
The Blender documentation section on animation
Blender 3D: Noob to Pro - see the animation section.
A tutorial on walk cycles
More animation tutorials from idleworm