Resources
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Check the #resources channel in the #hisouten discord for a big list of resources.
More Useful Links
Tutorial Video
https://www.youtube.com/watch?v=RnW-6c_H6KU
This is a fairly comprehensive tutorial video that goes over the basic mechanics and concepts of the game. It is strongly recommended that you view this video if you are just starting out.
A few additional points not mentioned in the video are: You can highjump by simply pressing an upwards direction (7/8/9) while holding down the D button. This method is recommended over the usual 27/28/29 method. You can highjump cancel a grounded bullet attack (such as 5b, 5c, and many skill attacks) ASAP by holding 7/8/9 while firing the bullet.
A slightly less comprehensive text version of the tutorial can be found here:
http://touhou.wikia.com/wiki/Touhou_Hisoutensoku/Gameplay
Combo Tutorial Video
http://www.nicovideo.jp/watch/sm32895226
A collection of useful combos for every character. You can find the timestamps for each character in the uploader’s comment above the video.
English Wiki
https://hisouten.koumakan.jp/wiki/Touhou_Hisoutensoku_Wiki