Jacqueline D. Hamilton has the first six chapters of her book: CGI Programming 101 available as well as the source code for the entire book. She also has her smaller, project based book: CGI 201 which goes into building forums and blogs.

If you prefer video training, Lynda.com has the following CGI and Perl courses:

• CGI Essential Training
• Perl 5 Essential Training
• Using Perl/CGI Scripts

There are courses on CGI given by O'Reilly that, having taken one, I would not recommend. The materials covered, sandbox and review system are not that great for the price you pay.

* FYI: If you haven't already you should become familiar with HTTP (Where you'll learn about messaging between client and server). You may want to bookmark the RFC document: http://www.faqs.org/rfcs/rfc2616.html