Many database publishers and some libraries have created tutorials to help you make better use of databases. The tutorials linked below focus on citation research.
ISI Web of Knowledge has a number of tutorials available in different languages on their Training web page at http://scientific.thomsonreuters.com/training/wok/.
EBSCOhost has a variety of tutorlals available on their site at http://support.ebsco.com/training/tutorials.php.
While most of the EBSCO tutorials cover many aspects of searching the databases, the Basic Searching for Academic Libraries tutorial has a brief segment on using Cited Reference searching that runs from 3:56-4:50. You can view this tutorial at http://support.ebsco.com/training/flash_videos/basic_search_academic_tut/basic_search_academic_tut.htm. Use the slider bar at the bottom of the screen to move forward to view the section on Cited Reference searching.