There is a "Game of Life" tutorial at http://tryapl.org, which allows you to step through the game of life expressions interactively.
Good places to start learning about APL are the Vector website (run by the British APL Association) http://www.vector.org.uk where there is a list of current APL books, the APL Wiki at http://aplwiki.com/ , and the Dyalog website http://www.dyalog.com which has links to for obtaining a personal (non-commercial) licence for our APL interpreter if you like learning by doing :) There are also links to some forums and discussing groups on both sites where you will find people who know APL inside and out...
You can also try APL online at http://tryapl.org/
Conway's Game Of Life in APL