Help sections of databases
The 'help' menus within each database can be particularly useful. PubMed and the Web of Science both have excellent help sections with advice and tutorials on how to conduct searches.
Oxford University's excellent online guide to using biomedical databases includes specific sections devoted to PubMed and the Web of Science. It also has sections describing how to use brackets, truncation and phrase searching.
This article in the BMJ publication Injury Prevention explains MeSH terms and has a description of how to use PubMed.
The University of Plymouth have produced this online guide which has a precise description of grey literature as well as some relevant sources.