I made this vector tutorial explaining how I made my first vector illustration. It's meant for absolute beginners, explaining everything from the interface to the use of the basic tools: the Pen Tool and the Pathfinder.
EDIT 2: A lot of people are mentioning this in the comments so I'll put it here for clarification: PHOTOSHOP DOESN'T DO VECTORS AT ALL, FOLKS! You can create something VISUALLY SIMILAR to vectors using the pen tool in photoshop but you'll see PIXELS when you zoom.
EDIT: OMG I CAN'T BELIEVE IT I GOT A DD *dies* Thank you so so much!