I was surfing net for updates and I found Mobile Hands-on Lab v1.5. It has modules that cover Qt, Web Development and Java Me. It give an outline to the module contents, explains the Development Environment, describes the key aspects of the programming language, also provides with an optional brief test to check that you have understood the key concepts.
Check out this cool link: http://www.forum.nokia.com/document/Mobile_Hands-on_Labs/

It contains a step-by-step guide for creating an application.

I do not want to be sarcastic, but reply such "welcome to the world of internet" would be in place. Nokia as number of others mobile manufacturers are running their own developer/development sub sites where you can find their custom tools and often helpful tutorials/tips/forums. If you had look at Starting mobile development [SDK / tutorials / resources / faq] you would seen all the links to various resources there