I recently got into OCaml (and ReasonML) and wrote a blog post with my experiences. In it I recommend several resources for both languages and explain some stuff that wasn't obvious to me as a beginner:

http://donut2d.tumblr.com/post/171205516399/my-experiences-b...

But if nothing else, be sure to check out Real World OCaml[1]. It's pretty great and helped me out a lot getting started.

[1]: https://dev.realworldocaml.org