A really good start is to work through the tutorials step by step on the knockoutjs.com site, the tutorials are brilliantly put together and there are live examples which help to demonstrate "real world" scenarios.
Once you are comfortable with the knockout constructs this article gives a basic but good illustration of integrating pure knockout with MVC controllers, models and views.
An alternative approach is to use knockoutMVC although it is important to point out that this is an extension of knockout.js and is definitely not required to get knockout working really well in an MVC project (I don't use this but thought I would include for completeness).
Finally if you want to get more advanced, this SPA guide is a very useful 4-part tutorial on creating a Single Page Application with Knockout and MVC.
