This page contains an online hands-on introductory CUDA tutorial, consisting of a video and a document with instructions on how to perform the practical exercises (including how to get the template files).
For the hands-on part, you will need access to CUDA-enabled NVIDIA GPU. There are 2 exercises. The first one, Getting Started with CUDA, can be attempted after the first 41 minutes of the video. The remaining part of the movie discusses CUDA optimisation techniques, after which the second exercise, Optimising an Application, can be attempted.