Here are a few pointers, which might help until anyone wants to sponsor me to write that book ;-)

The Supersonic Tour, found in “samples / blocks with samples” after starting Cocoon, or online at http://cocoon.zones.apache.org/, gives a good overview of the basics, using only “mainstream” components. But it doesn’t go far enough in terms of building database applications or accessing your own java code.

I’ve heard that the CHS application (http://cocoondev.org/main/117/43.html) is a good example of using the Spring container to manage your components and Hibernate to access databases, but I haven’t studied it in detail.

To summarize, I’d suggest starting with the Supersonic Tour, then studying how to integrate a modern component manager like Spring or Hivemind, then how to use OJB (my favorite) or Hibernate to access a database. This should give you all the required tools to build a “typical” application.